Anybody can gamble, if someone is man or woman is not an issue. If a man can gamble then a woman can also gamble. There is no rule that woman can not gamble. These days women are participating in all spheres of life. So if they wish they can participate in gambling sector too.
Sometimes it's even easy for a woman to avoid falling into addiction than a man, women are believed to be more in control of their emotions than men which makes it easier for them to avoid falling into addiction.
I've seen and observed most women while they gamble, and I discovered that they rarely chased losses, I'm not saying they don't, I mean the ones I saw, they rarely do. So yeah it really doesn't matter what gender you are, as long as you understand the risks associated with gambling and you're in total control of your finance and emotions, then you're good to go.