There were dwarf women. One is mentioned by name in Tolkien's work, Dís, the daughter of Thraín II.
From Appendix A of The Lord of the Rings:
Dís was the daughter of Thraín II. She is the only Dwarf-woman named in these histories. It was said by Gimli that there are few dwarf-women, probably no more than a third of the whole people. They seldom walk abroad except at great need. They are in voice and appearance, and in garb if they must go on a journey, so like to the dwarf-men that the eyes and ears of other peoples cannot tell them apart. This has given rise to the foolish opinion among men that there are no dwarf-women, and that the dwarves 'grow out of stone'.
Dwarf-women are not mentioned in the major stories. They were few, and did not go abroad much, so they probably could add very little to the plot.