I was not familiar with it, but did a bit of searching and found this thread which suggests it can be done with .NET System.Diagnostics. Below is a translation, which seems to work CF 9 / .NET 3.5 / Win7. It should at least give you a starting point.
<cfscript>
process = createObject(".net", "System.Diagnostics.Process");
PerfCounter = createObject(".net", "System.Diagnostics.PerformanceCounter")
counter = PerfCounter.init("Process", "Working Set - Private", "jrun");
WriteDump( (counter.get_RawValue() / 1024) &"K");
</cfscript>