infinity is not a number.
"Infinity" without further specification seems more likely to refer to the concept in the extended reals (where there are exactly two infinite numbers) than to refer to the concept of infinite ordinal numbers. The obvious analysis would appear to be that, not being an integer, it cannot be considered either even or odd, but there might be a convention I don't know about.
Simple, that's the only sense of "infinity" that most people know.