Because MS SQL uses format like 'YYYY-DD-MM', I want to convert cf_SQL_Date to the reight format to pass CFQUERY. I need include single quote.
This is incorrect. You SQL Server client might display them to you in that format, but that has no bearing on what you need to pass the server when it's expecting a date.
Just use your date value, and pass it using <cfqueryparam> and an appropriate CF_SQL_[type], depending on what sort of date value it needs to be.
Don't pass strings in place of dates to a DB if it's expecting a date.
And don't hard-code values in your SQL statements.
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Adam