Having a robotic voice and being another species, the Daleks live in a robotic shell, and their names give away nothing. So I am curious: is there ever any mention of a Dalek having gender?
Daleks as we know them now do not have a gender, they don't even reproduce like normal gender based races... Originally they were humanoid in nature so they most likely had a gender previous to their transformations into Daleks.
The Doctor first encountered the Daleks in the second serial of the show, The Daleks (1963). In this version of Dalek history, the Dalek home-world Skaro was once home to two humanoid races: the peaceful and scientifically advanced Kaleds/Dals (who were described as philosophers and teachers) and the warlike Thals. Following a short but terrible nuclear war between the races, the Dals were mutated and became the insane and xenophobic Daleks.
In fact they are pretty much cyborgs in general, though their biological bodies are within the shells.
Although the Daleks looked entirely robotic, they were in fact cybernetic organisms (or cyborgs), with a biological body encased in and supported by a protective outer shell of Dalekanium metal armour, armed and mobile.
In this respect, they were somewhat similar to a Cyberman; unlike them, however, the Daleks' bodies had mutated so drastically from their Kaled ancestors they had lost all humanoid appearance, save for one eye.
Daleks do not have gender, I believe, because when they are made, all emotion is sucked away except hate (according to the doctor in the episode Dalek). I am guessing that with all emotion gone, gender and creativity is absent as well. The closest thing I know of with the limited episodes I have watched is that group of Daleks (I forgot what they call themselves) who "even dared to have names." I have only seen up to season two though, so my information may not be entirely accurate.
There is an episode (somewhere during number 10 I believe), where four Daleks build a more durable (and slightly larger) Dalek. The first thing all five Daleks agree upon is that the new Dalek is superior and therefore must exterminate its four builders, which it does and they don't resist at all. They do this even though only the container, not the organism within, is different.
There was an asylum of the Daleks where all Daleks showing the slightest deviation are deported to, not to ever leave the planet. Deviation from "normal" is not acceptable. There is deportation instead of trying to migitate or even embrace the differences.
Difference will always result in classification superior/not-superior and lead to drastic actions, to uphold that "the Dalek" is the supreme being. They must believe their very existance is perfection and fight everything else.
Biological reproduction (even mythosis) does not guarantee exact clones, and therefore makes the entire process unfit for the Daleks. You don't want/need evolution once you are perfect. Having corresponding organs would be inefficient and leave room for improvement, which contradicts the assumption that a Dalek is perfect. From this we can conclude, that Daleks cannot be different from one another, not even in the slightest. There is no room for diversity, not even genders.
Once upon a time there may have been (probably were) Daleks with genders, but they would have eliminated this difference one way or the other way back in their history.
The original answer before the edit, which people seem to have problems understanding: If there were discernable genders within the Dalek race they wouldn't be able to settle on "equal". One would always think its gender is superior or inferior to the other. For the nature of the Dalek, if there are alive Daleks they must be of the same gender.