Indeedee has different stats depending on its gender. Indeedee (M) is more of an attacker, with higher SpAtk and Spe. Indeedee (F) is more defensive, with lower speed and special attack but higher defenses and HP. Male Indeedee also can have the ability Inner Focus, while Female Indeedee can have Own Tempo.
Males can learn Encore, After You, Power Split, and Last Resort by level up, whereas Female Indeedee learn the moves Baton Pass, Follow Me, Guard Split, and Healing Wish by level up. Female Indeedee can learn, via TM, Light Screen, Reflect, and Safeguard while males can't. Males can learn Tri Attack by TR while females are unable.
Females learn Heal Pulse and Psycho Shift as egg moves, while males can learn Extrasensory. Besides appearance, I believe these are the only differences between male and female Indeedee.
Hope this helped!!! :)
Source: https://pokemondb.net/pokedex/indeedee (this site)