The first name Ally is female and male.
The girl’s name Ally is a diminutive of several names beginning with “Al-“, e.g. Alice, Alison or Alexandra. In Scotland, it is a masculine name (a short form of Alistair).
Ally means “of noble kind/sort/type” (from Germanic “adal” = noble + “heit” = kind/sort/type) and “defending men” (from Greek “alexein” = to defend + “adrós” = man).