Student sense of belonging in physics classes may not only play a key role in shaping course outcomes but also influence student persistence and future career aspirations. Prior research has shown that women have a lower sense of belonging than men in calculus-based introductory physics courses. However, prior research has generally not investigated students' sense of belonging in introductory physics courses in which women are not underrepresented. We administered a validated survey to investigate the sense of belonging of 814 students and how it predicts student grades in a mandatory introductory physics course primarily for bioscience majors. In particular, we investigated how students' sense of belonging predicts female and male students' grade at the end of the mandatory physics course for bioscience majors using structural equation modeling. We found that women had a lower sense of belonging and grade than men in this course and that the students' sense of belonging played a major role in predicting students' grade in the course. In addition, while men's sense of belonging significantly increased from the beginning to the end of the physics course, women's sense of belonging did not significantly change by the end of the course.