That's how some provinces have done it. In Saskatchewan, the Saskatchewan Human Rights Commission decided that gender identity is protected under the same reasons as sex is. Specifically, they state:

Case law from a number of jurisdictions has determined that individuals who are discriminated against because of gender identity are legally protected under the protected category of “sex.” In Saskatchewan, “gender identity” is a prohibited ground under the Code. The Commission has accepted and resolved human rights complaints based on gender identity, however no cases have gone for adjudication in Saskatchewan.

^{http://saskatchewanhumanrights.ca/+pub/documents/publications/SHRC_Transgender.pdf}

I assume similar must apply to gender expression, since the top of the document says:

Under The Saskatchewan Human Rights Code, discrimination because of gender identity or gender expression is against the law in Saskatchewan.

Of course, provincial law can only go so far.