This is a short story where women came from another planet in a stranded spaceship, killed the original Earth women, mated with the men and remained in control up to modern times. Men who discover this are quietly killed.
This sounds a lot like The Misogynist, a short story by James Gunn, first published in Galaxy in 1952.
It deals with a chat between two men in a bar, the unnamed narrator and his friend Harry. Harry expounds his theory that women are actually aliens:
"Did you ever stop to think" Harry said, "about what strange creatures women really are?... It's not just a matter of superficial differences, you see. It's something fundamental. Women think differently, their methods are different, their goals are different. So different, in fact, that they are entirely incomprehensible."
"How did it all start?" Harry asked. "And when? If I knew these answers I would know everything. Did a race of mateless females descend upon the Earth when man was still almost a cave-dwelling animal? Or was it in historic times? My guess is they were dropped here by their men. Jettisoned. Dumped.
Harry goes on to explain what happens to men who discover the truth:
If my surmises are true, why has no one else discovered it? And the answer is – they have!"
"They have?" I repeated.
Harry nodded. "They would have to be done away with, of course.
some are sent to asylums, and other are quietly killed. A lady happens to overhear part of the conversation... and the next day Harry suffers a heart attack and dies. The narrator concludes by ruminating "Why, I asked myself one day, are there more widows than widowers?".
The full story is available at the Luminist archive.