Clearly, by the powers of Webster's dictionary...he - Used to refer to a male animal.
male - Of, relating to, or designating the sex that has organs to produce spermatozoa for fertilizing ova.
Looks can be deceiving... ask any transvestite. You may of course still refer to them as female if you swing that way though.
Point being, if you know the subject's name... then use it. That is far better than to refer to them as he, she, or it. The elf's name is Puck.