Appendix A Intel® Math Kernel Library Language Interfaces Support lists the programming languages supported for each Intel MKL function domain. However, you can call Intel MKL routines from different language environments.
See also these Knowledge Base articles:
http://software.intel.com/en-us/articles/performance-tools-for-software-developers-how-do-i-use-intel-mkl-with-java for how to call Intel MKL from Java* applications.
http://software.intel.com/en-us/articles/how-to-use-boost-ublas-with-intel-mkl for how to perform BLAS matrix-matrix multiplication in C++ using Intel MKL substitution of Boost* uBLAS functions.
http://software.intel.com/en-us/articles/intel-mkl-and-third-party-applications-how-to-use-them-together for a list of articles describing how to use Intel MKL with third-party libraries and applications.