Board Thread:Naruto Discussions/@comment-25228549-20140821104935/@comment-28861328-20140823184535

Hagoromo gave them physical form and life. They aren't just chakra. With Creation of All things, manga-fact here, Hagoromo can create form out of nothingness and breathe life into lifeless objects. The moment that happened, yes, they were portions of the Ten-Tails' chakra, but they also were real animals with real animal traits. The fact that Kinkaku and Ginkaku were eaten and nearly digested proves that they have a fully functional body, so that would include sexual organs, despite the fact that Kishi doesn't want to draw a shlong on Kurama.

Add that to their gender specific names, titles, personal pronouns, and, as has already been mentioned, the fact that a few of them are gender-specific animals, proves they have genders. A kabutomushi only grows horns like that when they are male. That is as much proof as a sex organ.