Newsweek initially reported that the dog is female, but the magazine later issued a correction which said Conan is male.
Per Wiki
Conan is a special operations military working dog in the United States 1st SFOD-D (Delta Force). He is a male Belgian Malinois and was named after Conan O’Brien due to his shaggy hair.
Newsweek initially reported that the dog is female, but the magazine later issued a correction which said Conan is male. RTL Nieuws reported that Conan was trained by a company in Best, Netherlands before being transported to the United States, and a man identified as his former owner and trainer was quoted as saying: “It is a five year old male.
It is a very good dog.”[10] On November 25, 2019, a White House official said the dog is female before issuing a correction, saying Conan is in fact male.[11][12] The next day, defense officials confirmed with Stars and Stripes that Conan was male. At the same time, a U.S. defense official disputed this and told ABC News that Conan is female, but ABC’s report was retracted a short time later with multiple officials saying they had verified that Conan is male.[13]
It may be that they are purposely keeping it classified for the safety of the dog and handler.
I think the original leak that it’s a female was a deliberate psy-op along with Trump’s comments about how the slime died... intended to humiliate and demoralize al Baghdadi’s female-hating/ dog hating buddies. He could have added that it was bred in Israel by a part-time florist and left handed pole dancer and was raised on bacon flavored kibble to really rub it in...