According to Wikipedia, there are male and female Pikachu:
Standing 1.04 ft (0.4m) tall, Pikachu are mouse-like creatures, and
were the first "Electric-type" Pokémon created, their design intended
to revolve around the concept of electricity. They appear as
mouse-like creatures that have short, yellow fur with brown markings
covering their backs and parts of their lightning bolt shaped tails.
They have black-tipped, pointed ears and red circular pouches on their
cheeks, which can spark with electricity. In Pokémon Diamond and
Pearl, gender differences were introduced; a female Pikachu now has an
indent at the end of its tail, giving it a heart-shaped appearance.
This evidence comes from the game. I cannot find evidence of a female Pikachu in the television series, but presumably since they are from the same franchise, it would hold that Ash's Pikachu is male.