Scientific novelty is the essential driving force for research breakthroughs and innovation. However, little is known about how early-career scientists pursue novel research paths, and the gender disparities in this process. To address this research gap, this study investigates a comprehensive dataset of 279,424 doctoral theses in biomedical sciences authored by US Ph.D. graduates. Spanning from 1980 to 2016, the data originates from the ProQuest Dissertations & Theses Database. This study aims to shed light on Ph.D. students' pursuit of scientific novelty in their doctoral theses and assess gender-related differences in this process. Using a combinatorial approach and a pre-trained Bio-BERT model, we quantify the scientific novelty of doctoral theses based on bio-entities. Applying fractional logistic and quantile regression models, this study reveals a decreasing trend in scientific novelty over time and heterogeneous gender disparities in doctoral theses. Specifically, female students consistently exhibited lower scientific novelty levels than their male peers. When supervised by female advisors, students' theses are found to be less novel than those under male advisors. The significant interaction effect of female students and female advisors suggests that female advisors may amplify the gender disparity in scientific novelty. Moreover, heterogeneous gender disparities in scientific novelty are identified, with non-top-tier universities displaying more pronounced disparities, while the differences at higher percentile ranges were comparatively more minor. These findings indicate a potential underrepresentation of female scientists pursuing novel research during the early stages of their careers. Notably, the outcomes of this study hold significant policy implications for advancing the careers of female scientists.