In French, animal genders are not logical, based on actual facts that is. For example, all gazelles are "une gazelle" (regardless of it's genitalia!!) and all squirrels are "un écureuil". When it is necessary to specify (and it really isn't that often unless you are a vet, a farmer or siilar) we say "une gazelle mâle" and "un écureuil femelle". That said, I checked in the Larousse dictionnary and agnelle existe and indeed mean a female sheep under a year old. I had never heard it myself though. So there, you can use it, but don't be surprise if someone say "a what?"

Hi! oui pour le feminin de l'agneau ,c'est comme de logique "l'agnelle" bye