From my perspective, this statement says more about the man who said it, than about women soldiers. If this were said to me, I’d just give him a straight, hard, no expression look. For now, be the best soldier you can be. Give this leader a chance to appreciate your ability as a soldier and a valuable member of his team.
In the meantime, don’t waste your energy dwelling on this single statement. Sometimes people say stupid things without thinking. To be successful as a soldier, you can’t take isolated incidents like this too personally. Move out and prove to him that you are a superb soldier. Let your performance prove his initial statement wrong.
If over time, he doesn’t figure out that you are an asset to his team, then look for an opportunity to transfer to another team. Complaining about how he wouldn’t give you a chance from the beginning will only make you look bad.
For more ideas on how to be successful as a woman soldier, take a look at Jo’s book, Move to the Front: The Classic Guide for Military Women. Also, consider giving your boss a copy of Women on Your Team: A Man’s Guide to Leading Women.