I think that depends very much on the two people involved. What is it exactly that makes you feel uneasy?
I previously rented a room in my house. Though I ended up choosing someone of the same gender, I met with people of both genders and considered them equally. To me, there are many many more important factors in finding a good housemate than gender: lifestyle, spending habits, interests, cleanliness habits, morning/night routines, etc. These are all non-gender-specific and in my opinion it would be a shame to rule out half of all possible roommate matches based on a mostly irrelevant factor.
However, if you are feeling uneasy, that feeling could imply that you have some negative ideas about women, or about the ability of women and men to cohabitate. I think it would be a good idea to examine that feeling and incorporate it into your final decision. There is no right or wrong decision about who to live with, and if you're just not comfortable around women, then it may not be right for you to live with a woman. Or, it could be a good opportunity to get over that feeling. No wrong choice, just what's right and wrong for you.