Depends on how a judge rules. You could be required to find another venue or to admit women regardless.
Either way, the fact that it is a private rule means it is not a public law. The government doesn't have to abide by laws you just made up for yourself on a whim. If I say "no shoes allowed on my private property" the police aren't forced to comply with that, so why would a government official at an event be required to comply with some inane sexist rule?