It is in English, no subtitles unless you purchase a copy with closed captioning for the hearing impaired. You may want to enquire of the Masterpiece Theatre in the UK if they produce a version with French subtitles.
There does seem to be two versions out. I have the UK version but in US format for both season 1 and season 2. Both have subtitles, and I was so thrilled to get season 2 dvds this week so have already seen all of it and don't have to wait through the next 2 Sundays.