Alcohol abuse is a substantial and growing health problem in Western societies. In the last years in vivo and in vitro studies have suggested that males and females display a different alcohol drinking behaviour, with swingeing differences not only in the propensity for alcohol use but also in the metabolic and behavioural consequences. In this study we investigated, in adult female rats, ethanol self-administration and preference pattern using a 3-bottle paradigm with water, 10% ethanol solution, and white wine (10%, v/v), along a four-week period. The influence of alcohol free-access on explorative behaviour in the open field (OF), and on spatial learning and reference memory in the Morris water maze (MWM) were also evaluated. Our results indicate that: (i) female rats show a higher preference for alcohol, in the first two weeks of the paradigm, displaying a higher consumption of 10% ethanol solution than white wine; in the last two weeks, they reduce their alcoholic preference, drinking the same moderate amounts of the two alcoholic beverages; (ii) at the fourth week of the free-access paradigm rats show a lower explorative behaviour in the open field and a worsening in spatial memory retention in the Morris water maze. In conclusion our data suggest that, despite the ability to self-regulate alcohol intake, female rats suffer from relevant impairments in spatial memory retention and cognitive flexibility, displaying a sexually dimorphic modification in the adaptive strategies.