Before the Incarnation the Son was pure spirit, just as are the Father and the Holy Spirit. As such, he did not have gender at that time. Only when the Son incarnated as the man Christ Jesus did he become male. The Father and the Holy Spirit remain pure spirit and so do not have gender.
DISCLAIMER: Catholic Answers has turned over the archive to Catholic-Questions.org and no longer owns, manages, or moderates the forums. For additional apologetics resources please visit www.catholic.com.