Hanji is one of many characters in the series who are never referred to using gendered pronouns. This is perfectly normal in Japanese, which does not have the same focus on gendered pronouns that English does.
Hanji has visible breasts, a narrow waist, and wider hips in the anime character sheet. She has the same figure as Sasha and Ymir.
Hanji has small, but occasionally visible breasts in the manga in several chapters.
Hanji does not have an Adam's Apple, as all the male characters in the series do.
The officially English release lists her name as "Zoe Hanji", not "Hanji Zoe" as previously assumed. We'll see what happens with the anime.
The confusion stems from the following exchange between a fan and Isayama.
I have one question, what is Hanji’s gender? (I think she’s a woman, but every now and then I think she looks “manly.”) I’d be very grateful if you could answer my question. (If you have the time.)
After receiving this question I think it’s better if I don’t say either way.
This is literally the only time it is brought up. When a fan implies his art is inconsistent and confused them, something which is honestly just a little rude to say to an artist. We tend to be kinda sensitive at our cores' about our work.
That was March 2011, and since then Hanji has been drawn wearing women's clothing out of uniform (volume 5) and now with the anime we have much clearer art.
Ergo, Hanji is canonly female. Any suggestion otherwise is a rumor that has been making the rounds in fandom, but has no basis in fact.
And there we have it, folks.