I think this is true, but there is are physiological reasons for this aswell as psychological.
When calories are reduced, a womens metabolic rate goes down quicker than mans. When the metabolic rate goes down, the desire to eat becomes stronger. Also, a mans metabolic rate will speed up quicker than a ladies
Another thing is that womens leptin levels at about 2-3 times higher than a mans and the leptin responds to changes quicker. Since leptin tells your body how much you are eating, and since women are physiologically 'destined' to store fat, it figures (to me anyway) that they will crave more, and perhaps even feel hungrier as the body will do everything in it's power to stop them losing fat.