The Pyro is male... I read it somewhere that the producers said the Pyro was male... and his voice sounds too low to be female... and I think a guy does his voice...
A complete pyromaniac as long as any of his teammates can remember, the Pyro lives for the smell of napalm, the thrill of hunting down and roasting his foes and their screams as they burn are music to his ears. His teammates have often speculated on his true appearance beneath the voice-muffling gas mask and baggy clothing, or whether the pyro is even a 'he' at all. The purse he always keeps in his locker seems to suggest otherwise, but they're too polite to ask.