The Orville has Mochlans, an (almost) all-male species. They reproduce in some unexplained method that produces a fertilized egg.
The issue here is that if one of the mates lays an egg and the other fertilizes it, they are functionally hermaphrodites and the male designation basically only implies a certain set of genitalia (and perhaps hormones) rather than reproductive function. For this to be a functionally male-only species, there would need to be some other mechanism that produces the egg.
For the purposes of this question, femaleness is defined as producing a small number of large cells to be fertilized by a mate (i.e. production of eggs), whereas maleness is defined as producing a large number of small cells (sperm) that compete to fertilize an egg. Other traits like lactation and physical appearance are irrelevant.
One mechanism I can think of involves ejaculating sperm into a common pool, but there are a few problems with this:
- What would prevent the creation of single-parent offspring? It needs to be sexual reproduction, not a sort of male parthenogenesis.
- What would prevent the conception of millions of offspring? Ideally, this should produce one offspring most of the time for a humanoid.
This mechanism should also be natural since it's conceivable that technology could be used to create artificial eggs from stem cells and an artificial incubator could be used to simulate pregnancy (this is less practical than an artificially all-female species, but should be possible as far as I know). This should be something that could occur naturally through evolution.
EDIT: as comments have pointed out, you can't exactly have "males" for a single-sex species because "male" implies the existence of "female" (The designation technically works for Mochlans since females are just incredibly rare), so I'll refine this down to a species that reproduces through some mechanism exchanging large quantities of motile gametes (in the millions, like sperm) to produce a small number of offspring (usually 1, sometimes more, like humans). Gametes are the same size from both mates, so it is a single-sex species that reproduces sexually. In addition, neither mate has organs for incubating offspring like you might expect from mammals. Although an egg might be produced through this process, "laying" them also isn't possible, so the egg must be grown externally. Essentially, neither mate can perform what might be understood as a "female" role, other than incubating eggs (whether this means sitting on them or keeping them in a pouch.) or lactation since those aren't, strictly speaking, female-exclusive. (Emperor Penguins and Seahorses are good examples for male egg-bearers and even human men have been known to lactate in some rare cases)
Basically the idea here is to make the method of reproduction look like something that we as humans would observe and decide is most simply explained as an "all male" species.