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The info on this site says it's derived from a surname which was in turn derived from a first name, but it doesn't say whether that first name was feminine or masculine, just that it meant 'sorrow'. However the name profile marks the current form Brennan as masculine so I would guess that it's always been masculine.
I prefer Brenna for a girl. The only female Brennan I've ever heard of is the character from the Bones tv show, and even there it's her surname (fn = Temperance, everyone calls her Brennan). That gives me a good association for Brennan-on-a-girl but I wouldn't like to see it as a given name.