When you breed, the gender is random. However, for combee, it only has a 12.5% chance to be a female. So, you've just gotta keep trying!
NOTE: I recommend putting multiple eggs in your party at once so they all get the steps boost. Also, if you catch Volcorona or another Pokemon with Flame Body or Magma Armor and put it in the front of your part, every step counts as two for the egg. This speeds things up. A combee egg normally takes 3840 steps to hatch, but with Volcorona, it takes 1920.