There are a few pairs, like EQ rau 'lion' ravenne 'she-lion'; EQ ulku 'wolf' ulqi 'she-wolf'; G harog 'wolf' harach 'she-wolf'; EQ lópa 'horse' lopsi 'mare'

Gender was pretty important in the earliest iterations of the Elvish language: QL/GL had a large number of gender-specific animal names. In later iterations of the languages, though, gender seems to have lost a lot of its significance.

I think it is safe to assume that many Elvish words for animals would be gender-neutral. In Tolkien's later conceptions, I think rocco and huo would be used to refer to horses and dogs of both genders, without distinct words for "mare" or "bitch".

PE21:082 is a pretty goldmine here. He has hollo 'cock' vs. poroke 'hen' (or holye); mama 'sheep' vs. pollo 'ram'; arasso (or *kelbo) 'deer' vs. *kelbe 'hart'. Yet naiko, naike 'goat', ñúr, ñurie 'wolf', ñaur, ñaurie 'were-wolf'. He says "Animal-names usually have no sex; though the later Eldarin languages could mark sex with suffixes, or prefixes (as English lioness, she-boar)" and goes on to claim that final -ō is replaced with -ē to mark feminines, while short-vowel ending nouns add ē, jē, ijē and occasionally a masculine in ō as well, to distinguish from a genderless form.