Male and female fairies have the same name they are just called faeries.
Fairies are simply called fairies, regardless of gender. However you can also use the word "Fae" to describe the race, if "Fairy" sounds too girly.
The Irish often called them the Little People. They told tales about them stealing babies and brides but were also thought as kind quiet folk who usually shied away from humans. Other Irish folk...
Imp
Fairies Leprechauns