face2005,
более универсальный вариант
<!DOCTYPE html>
<html>
<head>
<title>Untitled</title>
<meta charset="utf-8">
<style type="text/css">
.fun.active{
background-color: #000080;
color: #FFFFFF;
padding: 5px;
}
.fun{
background-color: #FF00FF;
}
</style>
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.12.4/jquery.min.js"></script>
<script>
$(function() {
$('.gender').on('change', function() {
$('label', this).each(function(i, label) {
$(label).toggleClass('active', $('input', this).prop('checked'))
});
});
});
</script>
</head>
<body>
<div class="gender">
<label class="fun"><input type="radio" class="wc-pao-addon-field" name="addon-122" value="muzhskaya" required="" data-label="Мужская">Мужская</label>
<label class="fun"><input type="radio" class="wc-pao-addon-field" name="addon-122" value="zhenskaya" required="" data-label="Женская">Женская</label>
</div>
</body>
</html>