Simply tell him that his words and behaviour offend you and constitute sex discrimination. Tell him if he does it again you will make a formal complaint of harrassment to the manager/owner.
Cue him then attempting to make it all your fault by saying he was 'only joking', 'you're too sensitive' blah di blah.
Whatever, put a stop to it as failure to do so sends out the signal that he can continue and you are - by default - tacitly encouraging it.
Find a new job.