* If you're talking about a female cousin in general: You would use "Kusine" (pronounced koo-zee-nuh). This word refers to both female cousins.
* If you're emphasizing that she is a girl: You could use "Mädchen-Kusine" (pronounced maid-chen koo-zee-nuh), literally meaning "girl cousin". However, this is not a very common way to say it. It would be more natural to say "Meine Kusine ist ein Mädchen" ("My cousin is a girl").
So, while "Kusine" is the most common and general term, you can use "Mädchen-Kusine" if you want to emphasize the gender.