This question is a bit funny, given that it's posted on a site with frequent arguing over which programming language is better for certain purposes. You can think in French just like you think in C++ or Python, but I think that what is different about thinking in two natural languages is that they are more alike each other than programming languages are.
Well, I don't think in C++ or Python when I'm programming. I think in... well, that's probably weird -- in algorithms, flows, bubbles, pocket-like thingies holding values and that stuff. Then I express my thoughts in a programming language. And yes, some languages are definitely better for certain things than others.