We have archived sections of PFA-fixed sections from both rat and mouse brain where the sex of the animal was not recorded or is no longer available.
Dear Sir,
We can differentiate female from male brain based on size of suprachiasmatic nucleus size. So, you can try this to identify female and male brain.
Other option, if you prefer a genetic evidence, you can deparaffinize and rehydrate a 1 or 2 sections, scratch them off the slide, digest them in SDS buffer with Proteinase K (or use one of the many kits sold for this purpose, for example QIAamp DNA FFPE Tissue Kit, but you can also check the Protocol On-line link below) and then run a PCR for specific Y chromosome genes, for example the Sry.
http://www.protocol-online.org/prot/Molecular_Biology/DNA/DNA_Extraction___Purification/DNA_Extraction_from_Paraffin_Section/
Antibodies to Sex Hormone Binding Globulin (SHBG) or to male-specific H-Y antigen are available. However, I've never tried and do not know how well this works.
I don't know if some antibodies work well to labell male or female dterminants in brain. If you can deparaffinize your sections, take sections containing the anterior hypothalamic level. This later contains the dimorphic sexual nucleus which is very different between male and female (cresyl violet or thionine staining).