No, ultrasound (超聲波) is not electromagnetic wave (電磁波) in nature.
Ultrasound is mechanical waves. It is a longitudinal wave that travels by compression and rarefaction in air, just like ordinary sound wave. As such, ultrasound needs a medium to propagate. The difference between ultrasound and ordinary sound wave (audible sound) is their frequencies. Ultrasound wave has a much higher frequency.
Electromagnetic wave, on the other hand, travels by mutual interaction of electric and magnetic fields. Because electric and magnetic field can exist in vacuum, electromagnetic wave doesn't require a medium to propagate.