Sgt. Lisa Costa alleges she was passed over for promotions, denied time off and overtime pay and subjected to lewd comments from male officers.
The suit, filed in Central Islip, does not include the amount she is seeking in damages.
Newsday reports Southampton Town Supervisor Anna Throne-Holst didn't return calls for comment. Police Chief Robert Pearce declined to comment due to the litigation.
The town's attorney says Southampton will challenge the allegations.
According to the suit, Costa joined the department in 1999. She was promoted to sergeant in 2006 and a detective sergeant in 2011.
The suit says no women have been promoted to lieutenant since the department's inception in 1951.