No, not necessarily. Ever since the introduction of visual gender differences in Generation 4, female Pikachu has had heart-shaped tails, while the male Pikachu have had the lightning bolt tail Pikachu has had since the Red and Blue games. As these gender differences weren't introduced until Diamond and Pearl, Generation 1, 2, and 3 games don't have them.
The sprites for male Pikachu (left), and female Pikachu (right):
These gender differences also carry over to the shiny sprites as well
These gender differences range from female and male Hippowdon being colo(u)red differently, to the leaf on male Sneasels head being bigger than the one seen on female Sneasel. Though, while these gender differences are mostly just visual changes, they aren't for all Pokemon.
For example, male and female Meowstic have different HAs, where male Meowstic has Prankster, and female Meowstic has Competitive. These Pokemon also have different learnsets, where male Meowstic learns more status moves than female Meowstic, and female Meowstic learns more offensive moves than male Meowstic. This is also a similar case for Indeedee.
The sprites for male Meowstic (left), and female Meowstic (right):
