No, the first woman to be hanged by the US Federal Government.
The US had the death penalty since colonial times, so several were hanged well before 1865. This list has several examples. Most of these women were executed for ordinary crimes like murder or robbery, so not a federal offense like treason.
Some absolutely heartbreaking cases on there by the way, for example: https://en.wikipedia.org/wiki/Celia_(slave)
People are fucked up.