This may indeed constitute sex-based employment discrimination or harassment. However, it may still not be worthwhile suing about. As a general matter, lawsuits provide compensatory damages--that is, compensation for any injuries or losses, including economic losses, you have suffered. Unless there are economic losses--you've been passed over for promotion, were paid less than male workers, etc.--there's not much (if anything) to sue for. Sometimes non-economic damages are also available--e.g. punative damages--but those generally require more egregious harassment than a single comment of the type you describe. You could consult with an employment law attorney, to see if you have a worthwhile case, or contact the state labor department, but you should be prepared that this may be a case where something wrong was done, but there is little or no compensation you could obtain.