Is there a Bitcoin wallet that has French language support? Which Bitcoin app has a language option that can be changed from English to French? 

I have tried few applications but they seem to be no language option.
The main bitcoin core client can be run in a foreign language.

Close the Bitcoin client and add this line:

lang=fr


On a line by itself to the end of the file:

C:\Users\YourUserName\AppData\Roaming\Bitcoin\bitcoin.conf

(Replace "YourUserName" with your windows user name.)

Now restart the Bitcoin client.  Done!