Not usually, but it is your shower/your wedding so ultimately the choice is yours. However, I'm thinking unless there are going to be other men there your father would probably feel uncomfortable.
For mine it was just all the women, and then at the end my Mom had my Husband come with my Dad, so my Husband could meet some of my Aunts from out of town and thank everyone who came and my Dad so they both could help us pack and haul everything. It worked well. I don't think that there are any hard and fast rules whatever works best for you and your situation. Good Luck!