First of all it's "asexual" not "a-sexual." 
Now, asexual doesn't necessarily mean that there's some sort of a female indvidual involved, that gets pregnant by itself.
It is a process most common among single cell organisms (such as bacteria).  They generally tend to reproduce by binary fission in which process they simply divide themselves into 2.  There's no pregnancy involved and it would be hard to call these organisms male or female.  However, binary fission is only one of the several types of asexual reproduction, there are many others and parthenogenesis, for example, does involve a female's egg developing without fertilization (plants, some fish) but I have yet to see a Kran lay an egg!    Krans are definitely asexual and they are also of no sex.