Yes, the Messiah is male. God is His Father. This Father and Son relationship is anticipated by Old Testament prophecy, a fact reflected by the New Testament.
For to which of the angels did God ever say, “You are My Son, today I have begotten You”? Or again, “I will be to Him a Father, and He shall be to Me a Son”? (Hebrews 1:5, quoting Psalm 2:7 and 2 Samuel 7:14).
Jesus agrees with these terms. He often calls God His Father while also affirming His own humanity as “the Son of Man.”
For as the Father has life in Himself, so He has granted the Son also to have life in Himself. And He has given Him authority to execute judgment, because He is the Son of Man (John 5:26-27).
Think about the Holy Spirit. The Greek word “spirit” is technically a neuter noun, which might suggest “it” as the pronoun. However, the person of the Holy Spirit is treated consistently as masculine. The pronoun for the Spirit is “He” or “Him” not “It” (John 14:17, 26; 15:26; 16:13). God knows best how to describe Himself. He is Father, Son and Holy Spirit—all treated as masculine.