Wow! That was quick. The quick answer to this is no, mules can be male or female. A mule is the result of a donkey and a horse mating. According to wikipedia, in Louise Jackson’s book The Mule Men: A History of Stock Packing in the Sierra Nevada, An aficionado of the mule claims that they are “more patient, sure-footed, hardy and long-lived than horses, and they are considered less obstinate, faster, and more intelligent than donkeys.” The goal of breeding the two is to gain the best charteristics of both animals.
It also is not true that all mules are infertile. According to wikipeida and my vague memory of a mule that gave birth, most mules are infertile. All males are infertile, but some females can give birth if mated with a horse or donkey.
Here is a picture of our donkey. I can attest to the fact that he is obstinate, stubborn, and always wants his way. That said, our horse is obstinate, stubborn and always wants her way. I wonder what kinda of mule we would end up with. I’m not sure I want a smarter, stubborn, obstinate creature. I can guarantee the goats don’t!