Yes cfUnit is able to generate an xUnit compatible test report.
However by default setting this functionality is disabled so you need to enable it.
Drill into the parameter settings where you will find a setting to enable xUnit error reporting. Enable it. Ready
The report will saved in the root of the C:\ drive and this path can be changed.
Next time you run your tests, an xml report appears in the directory you have chosen.
Be aware that the testreport will be overwritten by a new report after rerunning the test again.