There are just too many variable here: when is he doing this? I only ask because I wonder if this is during play time with lots of choices or is he wanting to wear these clothes to school? Does he have older sisters who play with him?
It also is important that he not be shamed in any way for the choices he makes. Sounds like the adults around him need counseling.
My son was brought up with a strong willed older sister and her best friend who used to make him into any kind of role they wanted him to be when they were playing, many times with costumes. It usually was playing house or theater. I remember him storming into the house and yelling, "That's it. I'm not going to be the grandma." He was about 4 at that time.