According to the Wikipedia page for Catherine she is often depicted with "long unbound blonde or reddish hair". Below are a few examples where she has the reddish variety.
This one is tilted the Mystic Marriage of Saint Catherin' and is by the German artist Hans Memling. Catherine is situated in the bottom left of the painting, sitting on her symbol the wheel - as in the famous "Catherine wheel". The Catherine wheel, also known as the Breaking wheel, was a type of torture device that according to legend was used to execute Catherine. In this painting Catherine seems to have gingery-blonde hair, as do the rest of the women in the painting.
This one depicts both Catherine and Mary Magdalene. It's by another German born painter, this time the artist Konrad Witz. Mary is on the left in green, holding her jar of ointment. Catherine is on the right, her wheel in the background, and reading a book. The book is symbolic of her education. Catherine was said to be a very erudite Christian scholar. She's the patron saint of scholars and students.
In fact, it's said that the legend of Catherine is possibly based on the story of the Hellenistic pagan scholar Hypatia of Alexandria. She was likewise martyred for her educated beliefs. Of course, the story of Hypatia could alternately be based on that of Catherine. Or both could be variants on some other tradition. It actually reminds me of the following painting of Mary Magdalene that, if I recall correctly, we shared on this blog a while ago.
This beautiful painting is by the artist Piero di Cosimo. It shows a red-haired Mary complete with her jar of ointment, as is common. However, in this one she's shown in a contemplative mood reading a book. A far cry from the impassioned and sexualised Mary Magdalene we're normally familiar with. I wonder if all these various traditions overlap somewhat.