Coccinelldae have no striking differences between the genders, but perhaps it could help counting the sternits (underneath parts of the abdomen), female specimen may have less sternits (but I cannot say this for sure for Coccinellidae).
The best way would be: you pull out the genitals with a little needle (works only with dead specimen, which you had shortly boiled before). Source: H. Fürsch in Freude/Harde/Lohse: Die Käfer Mitteleuropas, Bd. 7, p. 230
I wanted to ask a friend of mine, Helmut Fürsch (he is a specialist in Coccinellidae) about it, but he is on holidays right now. Perhaps I can ask him when he has returned.
Professor Helmut Fürsch has returned from his journey and I could ask him your question:
You can distiguish Coccinellidae morpholocically in two points: the bottom of the animalis are concave in males and plane in females (like you can notice this also in turtles for the same reason: the male has to mount the very convex body of the female for the copulation). Unfortunatly this is no sure sign; you can be sure to have a male, if it is concave, but you can't be sure to have a female if it is plane.
Second point are the tarsae of the first legs: the tarsae of the male beetles have (bigger) adhesive tarsae for the same reason as above: they have to fix the body when mounting the female beetle. It is very difficult to distinguish these differences between male and female.
What I said above, counting the sternits to distinguish male and female, is not sucessful in Coccinellidae.
If there is no need to distinguish alive beetles, the best way would be to look at the genitalia, as I had described above.
Dear Mehmet, I hope, this answers your question satisfying!
I am pleased to do this, I like him very much. He is already retired, he is 87 years old and full of joie de vivre. If you read about Coccinellidae, you will meet his name without fail!