The researchers, from the Fred Hutchinson Cancer Research Center in Seattle, say the most likely explanation is the gene came from a son when he was carried in the womb.
In the same way that a mother passes oxygen and nutrients to her unborn child through the placenta, "traffic", including cells, also moves in the other direction.
The study suggests that the baby's cells - or their descendants - persist in the mother for decades, as male DNA was found in the brain of a woman who died aged 94.
It is thought having a daughter also leaves a mark on the mother's brain - but testing for this would be more difficult.
The study, published in the journal PLoS ONE, is the first to find male DNA in women's brains. It is too early to say what effect, if any, it has.
Previous studies have found male cells in women's blood, bone marrow, hearts, lungs, livers and other organs.
The phenomenon, known as microchimerism, is thought to be good for a woman's health. The male DNA may help a woman fight breast cancer by boosting her immune response. It may also help with rheumatoid arthritis and the repair of damaged tissues.
Some scientists believe that the infusion of 'fresh' cells from child to mother could help explain why women tend to live longer than men.
But microchimerism has also been linked to higher odds of bowel and skin cancer.
"Foetal microchimerism - the presence of foetal cells in the mother - appears to be something of a Jekyll and Hyde phenomenon," researcher Dr Lee Nelson said.
Finding out more about how the cells cause or protect against disease could lead to new treatments, she said.
"Better understanding of the actions of the transferred cells could someday allow clinicians to harness the stowaways' beneficial effects while limiting their destructive potential."
- DAILY MAIL