As Felix said, if something shows up, it will most likely not be the m/f designation but rather your old name. Whether or not it happens depends on what type of background check it is (if they are simply verifying the application information you may be fine provided that all the work and school records have been changed over; on the other hand if they pull a comprehensive "consumer report" the old name will likely appear unless you changed it prior to having any work/credit/criminal/etc.* records or possibly if it's been a long time ago).
*For any TS children or teenagers lurking on here (of both persuasions) and are transitioning with parental support, it might be wise to change your name before having any "adult" records established. On most of the "background check" sites, the list of "aliases" a person has is compiled from a list of names they've used for the aforementioned functions (sometimes even spelling or other mistakes may establish another "alias") and not simply from their birth/SSA record, etc. For example many adopted children will not end up having their original name revealed, while most any marriage-related name change will appear (aside from those in the fringe groups that marry at age 14, etc.). Although having the old name revealed in these cases obviously does not have the same ramifications as for TSs, the presence or absence of one's original name still gives a clue as to how the checks work.
