Since the 19th century, the colors pink and blue have been used as gender signifiers, particularly for infants and young children. The current tradition in the United States (and an unknown number of other countries) is "pink for girls, blue for boys".
Prior to 1940, two conflicting traditions coexisted in the U.S., the current tradition, and its opposite, i.e., "blue for girls, pink for boys". This was noted by Paoletti (1987, 1997, 2012).
Since the 1980s, Paoletti's research has been misinterpreted and has evolved into an urban legend: that there was a full reversal in 1940, prior to which the only tradition observed was the opposite of the current one.
The reality is that "pink for girls, blue for boys" has existed continuously since at least the 1820s, while "blue for girls, pink for boys" is only recorded between 1889 and 1941
The earliest reference they point to, is 1823 from Haarlem, Netherlands
Ladies Childbirth, she said, is announced in this manner, and when the pincushion is pink background, this is a sign of the coming into this world a little girl, while the blue background pelotte announces that it is a boy,
~Athanase Garnier (translated) Source (in french)
However, It really started in the US or other western cultures in the 1920's and by the 1950's "pink was strongly associated with femininity but to an extent that was "neither rigid nor universal" as it later became" source 
In 2008, the Breast Cancer Awareness used the color pink to "convey empowerment of women." which more strengthened the pink - feminine association.
Alecia Beth Moore (commonly known as P!NK) an American singer (and self proclaimed feminist) chose the stage name P!nk (read Pink). There are many speculations as to why she chose it, but that contributed as well.