It doesn't seem to. For example, this very positive sentiment in German is classified as 'neutral':
Classify["Sentiment", "Ich bin sehr, sehr glücklich. Mir geht es ausgesprochen gut."]
Playing around with a few more examples in German suggests the same. It's a pity, because Classify already does a nice job identifying languages. So it has the means to warn you if the target language is unsupported for certain classification tasks. I couldn't see language support addressed in the documentation either.
