If school is treating him as a girl because he says he is, this is a problem. You need to talk to the school about what they teach with regards to this. You NEED to know. It has been known for some time that many schools will pander to these comments and then treat the hild as the gender they say they are, without informing the parent. This is a recipe for disaster and mental health issues. Confirming your child as a girl,and treating him as such, when he is biologically a boy at this age, causes confusion.
I would have been a boy now if I was born in these times. I was not girly at all until I was going through puberty.
Recently the government stated parents must be informed if this happens. Surely it should mean, you have a say in how they deal with this at school. Then it's handing back some power to you.
Do you have other children at home... are any girls?
I know of a case where a young boy said he was a girl. On this occasion, he had sessions with the parents and a child psychologist. It turned out that a sibling who was a girl, was getting much of the attention at home. He thought being a girl would get him more attention and love.
There are many reasons children these days say they are opposite of what biological sex they were born. Each reason will be different, however we can not ignore the drastic change in what kindergarten children are exposed to these days.
Have you asked him why he thinks he's a girl? If it's because he likes playing with dolls, wearing dresses etc etc, you can explain that boys and girls do this.
I'm sure I'll get flamed for this post, but I'm not concerned.