It is true that the reader automatically assumes that Montresor is a man.  First of all, it would have been improper for a man and a woman to go off into the catacombs chaperoned.

Montresor also repeatedly refers to Fortunado as “friend” in the story, and in those days a friendship between a man and a woman was unlikely.

I looked for evidence that Montresor might be a woman.  Fortunado does take the arm of Montresor , which is something a woman might be used to. 

 Thus speaking, Fortunato possessed himself of my arm; and putting on a mask of black silk and drawing a roquelaire closely about my person, I suffered him to hurry me to my palazzo. (enotes pdf. p. 5)

The use of the term “possessed” might be telling. 

However, the reason that Fortunado does not believe that Montresor is a Mason need not have anything to do with gender.

 I looked at him in surprise. He repeated the movement—a grotesque one.

“You do not comprehend?” he said.

“Not I,” I replied.

“Then you are not of the brotherhood.” (p. 6)

 Montresor does not know the secret sign, so he cannot be a Mason.  The fact that Fortunado refers to Montresor with his last name and not a pleasantry like Miss or a first name seems to imply that Montresor is a man.  A woman would not have been referred to by last name.