Although the myth that bell peppers are either male or female continues to spread, bell peppers do not have genders.
According to the myth, “male” bell peppers have three lobes and are more bitter, while “female” bell peppers have four or more lobes, have more seeds, and are sweeter to eat.
However, bell peppers grow from flowers that have both male and female parts. The peppers, which are the fruits of a pepper plant, each contain ovaries that produce the seeds inside the peppers. Each pepper is produced through self-fertilization. The seeds are formed in each pepper after pollination, with those seeds then able to form new pepper plants.
Source: College of Food, Agricultural, and Environmental Sciences (Tracy Turner)