>>19782108This Diancie a movie distribution event, which implies the pokémon you're getting is supposed to represent the same individual shown in the movie. That's how it has been for almost every event legendary until now (at least in Japan).
And in the movie, as
>>19781967 said, Diancie is referred as female.
So it makes sense that Diancie, maybe not as a species, but just the event one OP is talking about, is female.
