According to the Winnie-the-Pooh FAQ, "...every character
in Winnie-the-Pooh and The House at Pooh Corner are boys
except Kanga. There are references to other female
characters, namely some of Rabbit's friends and relations, but
none of them have any speaking parts."

Interestingly enough, the original bear that inspired the fictional
character was female. During World War I, a Canadian
lieutenant named Harry Colebourne was on his way to Europe
when he bought a female black bear cub whose mother had
been killed by a hunter. He named her Winnipeg (Winnie for
short), after his hometown.

The cub accompanied the unit to Britain and became the
brigade's mascot. When Colebourne was sent to France, he
gave Winnie to the London Zoo. It was here that Christopher
Robin Milne, son of author A.A. Milne, met and fell in love with
the bear. He visited her often at the zoo and renamed his teddy
bear (a male originally named Edward Bear) Winnie-the-Pooh.
(The "Pooh" part was the name of a real swan). Inspired by his
son's beloved stuffed animals, A.A. Milne wrote
Winnie-the-Pooh, which was published in 1926. Walt Disney
later bought the rights to the book and made several animated
short films.

The first chapter of the book clearly establishes Pooh's gender.
Milne wrote:

When I first heard his name, I said, just as you are
going to say, "But I thought he was a boy?"
"So did I," said Christopher Robin.
"Then you can't call him Winnie?"
"I don't."
"But you said---"
"He's Winnie-ther-Pooh. Don't you know what
'ther' means?"
"Ah, yes, now I do," I said quickly; and I hope you
do too, because it is all the ex