In Where No Togepi Has Gone Before! it was confirmed that Pikachu is male. His physical appearance could not be used as proof, since gender differences were not implemented until after he had debuted in the anime.
Pikachu's gender had already been assumed male in the dub, where male pronouns such as "he" were used to refer to Pikachu.
Pikachu's gender was also assumed male in the English translation of the Ash and Pikachu manga, in which Ash and other characters refer to Pikachu with male pronouns.
It also should be noted that Pikachu does not have the dent in it's tail, like all female Pikachus do in there sprites as of Generation IV.
This may have not been intentional as the anime started when Red and Blue were released, where no gender differences existed. However, in one of the BW Anime episodes they disguised Pikachu as a female by taping a heart to Pikachu's tail to make it look like the female sprite.
So, that is a lot of proof that Ash's Pikachu is male.
Hope I helped. :)