As I mentioned before, you might need to specify the header when you return JSON from CFC.
<cfcontent type="text/json;charset=utf-8" />
I didn't test it, but you can try. Also, make sure that your JSON is formatted correctly.
"I would like to know can ColDFusion return XML data type?" -- Please see the ColdFusion documentation. It tells you what kind of data type you can return.