ANSWER: Since God is composed of spirit (John 4:24) he is neither male or female, masculine or feminine as humans being can be. Yet, in scripture, the Eternal constantly refers to Himself as a "He," not as an "it" or as a "she." This truth may not make feminists very happy. The concept that our Creator in heaven utilizes a feminine persona in which to interact with humans is a Biblical false doctrine that owes some of its origins to the pagan goddess worship. It exalts feminist reasoning over the straightforward understanding of what the Bible says. Like the created angelic realm, God is not male or female (Luke 20:34 - 36).
If God wants to call Himself consistently a "He," we are in no position to criticize or change this way to relate to Him. He is, in Jesus' model prayer, "Our Father in heaven," not "Our Mother" (see Matthew 6:9). To translate the Bible in a gender-neutral way not supported by the original texts is simply false.
We humans are in no position to exalt our minds over the awesome mind of God (Isaiah 55:8 - 9) on this issue, such as Job discovered when he judged. Therefore, if the Bible contradicts present-day feminist reasoning, we have to reconsider whether feminist reasoning is correct. For example, the works of George Gilder, "Men and Marriage," and Steven Goldberg, "The Inevitability of Patriarchy," are devastating to equality feminism's claims. One of their claims is that the only differences between men and women are the results of culture (i.e., the way little girls are raised versus little boys) and are not because of inherited biology. Feminists are foolishly waging war against the basic reality that men will be innately more assertive and aggressive than women because of such things as testosterone (as one example).
All this does beg the question as to WHY God chooses to relate to human beings as "Our Father" rather than something else. Here lies a great mystery.
Let us now tackle your question on what sex is the devil. Satan is sexless and has no gender because his existence is spirit-based. Satan is an evil angel who rebelled against God (Isaiah 14:12 - 15, Ezekiel 28:12 - 19). Anything composed of spirit, like angels (including fallen ones - Ezekiel 28:14, Revelation 12:4, 9), has no specific gender as mankind. Jesus affirmed the lack of sexual identity among angelic beings (and therefore their inability to have sex or procreate either with each other or mankind) when he told the Pharisees that angels neither marry nor are given in marriage (Luke 20:34 - 36).
The devil mimics his Maker's choice of relating to humans in a masculine fashion. For example, when Satan tempted Jesus for forty days, Christ called this evil angel a "he" in Matthew 4:5 and a "him" in verse seven. Revelation 12:9, 13 also refers to Lucifer as a ‘he’ where it mentions that "he" was thrown down to the earth after losing a war with good angels. Similarly, James writes that if we resist Lucifer "he" will flee from us (James 4:7). The concept that Satan uses a feminine persona to relate to human beings or to the creation in general is simply false. In conclusion, both God and the devil are neither male nor female but are sexless.