Technically gender is the state of being a male or a female so a 'gender' can only be male or female. Whatever sexuality or anything like that is completely redundant.
I think that 'sex' would be better (if it's relevant and I'm not sure it is in this case) but sometimes people don't like to put the word 'sex' on forms- and you always get someone who'll put something funny in the box like "twice a day" .
Why do you ask, SK- are you troubled as you're unsure what to put?