I don't think it was. On the extra that shows this, I'm sure it states that this was done merely to show how realistic they could get with a CGI one, but it was still live action in the film.
Otherwise how did Bale/Buster Reeves match the CGI Bats EXACTLY when they dropped?
the bats in the cave, and the bats in arkham are all CGI bats.
The extra's dvd says it. They tried with real bats, but the animals weren't exactly coorporative...