No, Cradle of Filth is not a goth band, because they play Black/Extreme Metal, while goth music consists of Gothic Rock and its derived genres, like Deathrock, Darkwave, Ethereal Wave, and Coldwave.

If you want to dive into the goth music scene, some of the bands that might appeal to you if you enjoy Cradle of Filth are Aeon Sable, Fields Of The Nephilim, and New Skeletal Faces.