There seems to be differing opinions on this one. There is no mention of them in Irish legends so one would assume that they do not exist.
One site says:
"Female leprechauns do not exist."
http://pg4anna.tripod.com/Leps.htm
Yet another says:
There isn't any mention of female leprechauns in traditional Irish legend, so there are different theories as to how they come about. Perhaps they are defective offspring of other fairies, or maybe they're the products of unions between fairies & humans.
http://rosalin.tripod.com/chaun.html
"There is no such thing as a female leprechaun, since the Irish leprechaun are a type of fairy, their female counterpart would be a "fairy." Fairies are generally described as human in appearance and having magical powers. Much of the folklore about fairies revolves about protection from their malice, by such means as cold iron (fairies don't like iron and will not go near it) or charms of rowan and herbs, or avoiding offense by shunning locations known to be theirs. In particular, folklore describes how to prevent the fairies from stealing babies and substituting changelings, and abducting older people as well. Fairies are generally portrayed as human in appearance and as having supernatural abilities such as the ability to fly, cast spells and to influence or foresee the future. Although in modern culture they are often depicted as young, sometimes winged, females of small stature, they originally were depicted much differently: tall, radiant, angelic beings or short, wizened trolls being some of the commonly mentioned.
Source(s):
https://en.wikipedia.org/wiki/Fairy"
Wikipedia doesn't mention gender at all in relation to Leprechauns.
https://en.wikipedia.org/wiki/Leprechaun