Many moths can be sexed by looking at their antennae. Pyraustinids are not so easy because both males and females have filiforma antennae.
But there is something else that we can consider. The tibia on the middle legs of males of some Pyraustinids have a tuft of androconial scales. However, I am not sure I can see that on your photo, and I am not sure if it applies to Pyrausta despicata. Sorry.
Further photos of both sexes - http://www.nhm.ac.uk/research-curation/scientific-resources/biodiversity/uk-biodiversity/cockayne/database/taxon.dsml?option=typicalmoths&beginIndex=358&searchPageURL=index.dsml%3Foption%3Dtypicalmoths%26beginIndex%3D320&listPageURL=browse.dsml%3FbeginIndex%3D320%26option%3Dtypicalmoths
Just because these two specimens look different, it does not mean the differences are characteristic of the sexes (sexual dimorphism). I am simply not sure.
Thanks for the further photo, Marcello.
I don't see the tuft of androconial scales - which means either it is not visible, not well developed, or absent.
So, on balance, I think your specimen is probably female - as you suspected.
I didn't mention the abdomen because I don't think it is very reliable discriminator of sex in these particular moths.