The OED gives this sense and citations for the term. Notice that nothing is said of the person’s sex, and that some of the citations are for males:

drama queen n.

a person who overreacts to a minor setback or who is prone to exaggeratedly dramatic behaviour; (also) a person who thrives on being the centre of attention.

• 1923 Washington Post 10 Dec. 14/4
  If he is thwarted in his effort to enjoy them, he may either go to the dogs or the drama queens, become short-tempered, sullen, grouchy and eventually feel that, in a way he is a failure.
• 1987 Chicago Tribune (Nexis) 25 June 11 e
  The two founding Durans still like to call their front man a ‘drama queen’.
• 2004 J. Wilson Diamond Girls 6
  Oh for God’s sake, stop being such a drama queen! The whole world doesn’t revolve around you and your boyfriend.

This is similar to a Queen for a Day letter, which per Wikipedia has nothing to do with the defendant’s sex:

In U.S. criminal law, a proffer letter, proffer agreement, proffer, or “Queen for a Day” letter is a written agreement between a prosecutor and a defendant or prospective witness that allows the defendant or witness to give the prosecutor information about an alleged crime, while limiting the prosecutor’s ability to use that information against him or her.

The term Queen for a Day comes from the American radio and television show of the same name.

We see the same thing with the extended use of whore per the OED again, which demonstrates using attention whore in the same sense as drama queen, again making no distinction on the basis of sex:

whore n.

4. A person regarded as willing to compromise or demean him or herself for personal gain or in pursuit of a particular goal; a person regarded as inconstant or promiscuous in a specified context or with regard to a particular thing. Chiefly with modifying word or as the second element in compounds, as in attention whore, publicity whore, etc.

   • 2017 Ado Alsaid North of Happy x. 104
     Matt's an attention whore. The more people are there the better he'll feel.

Of course, it is perfectly possible to use terms like these in a belittling, derogatory sense, such as using Princess as a demeaning form of address for a man or boy to imply that he is “overindulged or pampered, especially one who is arrogant, supercilious, or uncaring”.

But I don’t think drama queen or attention whore normally carries a connotation of sex-based disapproval the way calling someone Princess or my lady necessarily does.