This is probably the 2nd most asked question.
The character of Lassie, created by Eric Knight, is a female collie. Lassie is always portrayed onscreen as a female.
The actual dog has always been a male collie. Female collies shed their coat (blow coat) several times a year and would make them unsuitable to be ready to perform or appear at any time. Also, male collies are larger and can play opposite a child actor for a longer time before the public realizes the child is growing up.