Most people say no. Because chess has no physical activity. But what physical activity is in golf? Not much.
Chess requires skill, strategies, practice, and tactics. Sometimes dirty tactics.
You also have to be mentally able.
@ErikSkov as for what is a sport:
What do you do in sport?
You play the game.
Therefore anything you play can be a sport.
But it depends on the context of the situation
What is a sport?
What is a game?
Sport is a game?
A game is a thing you play.
But is a sport just anything you can play?
Does that mean music is a sport?