How well does he follow?
As a female, I've taken lessons off and on from female instructors and have found it amazingly helpful, as experienced dancers of the same sex often have a deeper understanding of that sex's techniques that can really advance your dancing. Both the women I've taken lessons from are good leaders, so it's been no problem to dance with them during lessons. So if you really can't get the instruction you want from a female instructor (are you sure? no sexism at work in that opinion?), it might be a great idea, as long as you have a chance to practice with women somewhere, so you can adjust what you learn in lessons to the different body sizes, weight difference from you, center of gravity, etc. that you'll experience dancing with women.
I've certainly seen male insturctors dancing with male students when they are teaching couples and in classes, but I don't know anyone of either sex who takes lessons exclusively from a same sex teacher. Whether you do it with a female partner, by yourself, or some combination is probably soemthing to negotiate with the instructor you want to teach you. Choosing him is probably the most important decision.