At least that is what say the list of programming languages given by Wikipedia.

Also reading different definitions for "programming language" you will come to same conclusion: "A programming language is an artificial language that can be used to control the behavior of a machine, particularly a computer. Programming languages are defined by syntactic and semantic rules which describe their structure and meaning respectively. Many programming languages have some form of written specification of their syntax and semantics; some are defined only by an official implementation.

Programming languages are used to facilitate communication about the task of organizing and manipulating information, and to express algorithms precisely. Some authors restrict the term "programming language" to those languages that can express all possible algorithms; sometimes the term "computer language" is used for more limited artificial languages."

Now let's see how Wikipedia define ColdFusion itself:
First it say: "This article is about the computer programming language."

And then continue with:
"ColdFusion is an application server and software development framework used for the development of computer software in general, and dynamic web sites in particular. In this regard, ColdFusion is a similar product to Microsoft ASP.NET, JavaServer Pages or PHP."

And finally:
"The primary distinguishing feature of ColdFusion is its associated scripting language, ColdFusion Markup Language (CFML), which compares to JSP, ASP.NET, or PHP and resembles HTML in syntax."

Any more doubts?