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.
Examples
Nancy Barbato Sinatra, who died on Friday at 101, remained her ex-husband’s cherished friend and quiet confidante, displaying a fealty that was noteworthy even for a woman of her time. [The New York Times]
Breaking up with a best friend can feel worse than splitting up with your partner—at least after a tryst ends, you’ve got your confidante to turn to. [Oprah Daily]
Accompanying them was McIlroy’s manager, Sean O’Flaherty and Tiger’s longtime confidant, Rob McNamara. [Golf Digest]