Muirfield, which is staging the Open Championship, is among a number of UK golf courses which only men can join.
Several leading politicians have refused to attend the event in protest.
But Harriet Harman said ministers must go further and amend equality laws to stop "discrimination" by private clubs.
Scottish First Minister Alex Salmond and Culture Secretary Maria Miller are among those effectively boycotting the four-day tournament in East Lothian, which began on Thursday.
The row comes amid a wider debate over sexism in sport following comments made by BBC presenter John Inverdale about the appearance of Wimbledon champion Marion Bartoli and calls from Mrs Miller for the broadcaster to take more action on the issue.
Ms Harman said staying away from one of the year's most high-profile sports events was a "symbolic gesture" and ministers should do "more than that" and change the law.
She urged ministers to close a "loophole" in the 2010 Equality Act, legislation which she piloted through Parliament, which strengthened protections against discrimination on the basis of gender, age, race and sexual orientation.
But the legislation permitted private associations, such as golf clubs, to continue to determine their own membership rules.
Describing the legislation as "incomplete" and "unfinished business", she said Labour would support the government if it decided to bring forward new proposals to ensure women had equal access to all institutions.
"Let's not have pressure and gestures, let's absolutely do something about it," she told the BBC News Channel.
"If you know it is anachronistic, out of date and it discriminates against women, you can actually amend the Equality Act to make sure that does not happen and we will give that backing."
Both David Cameron and Nick Clegg have said they do not support institutions whose membership is restricted on gender grounds.
Mr Cameron has reportedly given up his membership of White's, one of the oldest and most prestigious gentleman's clubs in London, which does not admit women. The PM's late father Ian was the club's chairman.
But asked whether the prime minister would support a ban on male-only clubs, a No 10 spokesman said "I don't think we are looking at going down that road".
Mr Clegg said such institutions were "out of step with everything else that's happening in the rest of society" but he favoured the clubs acting voluntarily rather than passing new laws to impose changes.
"It just seems so old fashioned and so anachronistic to just have a golf club saying that just because you are a woman you can't be a member of that club," he said during his weekly phone-in on LBC Radio.
"I think many people will just shake their head and say how on earth is this still possible in this day and age?"
But the UK Independence Party said half of the single-sex golf clubs in the UK admitted only female members and accused Mrs Miller and Mr Salmond of "political grandstanding".
Muirfield is one of a number of regular Open venues which do not admit women as members, although they can play the course.
The R&A, which organises the tournament, said just 1% of the UK's 3,000 golf clubs have a single sex membership policy.
Peter Dawson, the body's chief executive, has said the practice is "perfectly legal" but acknowledged the existence of male-only golf clubs is becoming "increasingly difficult" and "divisive".
Augusta, which hosts the US Masters, admitted its first female members last year after years of pressure to do so.
Labour's deputy leader is urging a ban on male-only sports clubs, saying it is embarrassing the UK's most prestigious golf tournament is happening at a club that does not admit female members.