Confidant, which refers to one to whom secrets or private thoughts are disclosed, refers to both males and females. Confidante sometimes appears in reference to females, but the male–female distinction is unnecessary here. One might argue the distinction is justified because it preserves the French forms, but in fact, confidant is not even a French word. It was invented by English writers in the 18th century. The French equivalent is confident (which is indeed inflected confidente for females).
The most common problem involving these words is the use of confidante in reference to males. For example, even if confidante were a useful word, it would be incorrect in the following cases because it refers to males:
Ernesto “Che” Guevara, the Argentine-Cuban revolutionary and close confidante of Fidel Castro, was no terrorist. [New Yorker]
They will want to find out whether he was a bin Laden confidante. [Telegraph]
Claypool later became a partner with David Axelrod, now a close political confidante of President Barack Obama. [Chicago Tribune]