Not really, no. But on one occassion it has been referred to as a she by Dr. Groves in the AVP game with Specimen Six, possibly because he knew that it would become a queen. Ash in the first film referred to it as "Kane's Son" but really it has never been offically recognized considering it doesn't really have an identifable genitalila. So, technically, it doesn't have a gender. Excluding the queen, but yeah it was never confirmed to be of one set gender. It's just an "it" sort of thing.
i read a opinion of a biologist one day and i liked his idea(i think it makes sense) ok the xenomorphs doesn t exacly have a gender but there's a point of view if you dispite a little the human anatomy, queen is a female version of the king, in the xenomorphs especie, the queen is the one "who" puts eggs, the warrior, drones and the others is not able to, but they have a funsion to help the queen reproduce by some way like... bringing food or "life forms" for the facehuggers. so... its like only the queen is female and the other ones are male. okay... the praetorian can became a queen but only with a transmutation. they anatomy are diferent from ours. thats my opinion :D