It depends on the following two:
1. Decorated / undecorated mode of your JFrame (setDefaultLookAndFeelDecorated, isUndecorated)
2. Look and feel that you're using
If your frames are not decorated (by default they are not), then you get the title pane from OS. If OS doesn't support proper RTL painting, or Java doesn't set it right on the native window, then you're out of luck.
If your frames are decorated, then the title pane is painted by the current LAF (some LAFs do not support decorated mode, such as WindowsLookAndFeel). In this case you should ask the developers of the specific LAF if it supports RTL titles or not.
Kirill