Several recent cosmological analyses have found tension between constraints derived from the Canada-France-Hawaii Telescope Lensing Survey (CFHTLenS) data and those derived from other data sets, such as the Planck cosmic microwave background (CMB) temperature anisotropies. Similarly, a direct cross-correlation of the CFHTLenS data with Planck CMB lensing data yielded an anomalously low amplitude compared to expectations based on Planck or WMAP-derived cosmological parameters (Liu & Hill 2015). One potential explanation for these results is a multiplicative bias afflicting the CFHTLenS galaxy shape measurements, from which shears are inferred. Simulations are used in the CFHTLenS pipeline to calibrate such biases, but no data-driven constraints have been presented to date. In this paper, we cross-correlate CFHTLenS galaxy density maps with CFHTLenS shear maps and Planck CMB lensing maps to calibrate an additional multiplicative shear bias (m) in CFHTLenS (beyond the multiplicative correction that has already been applied to the CFHTLenS galaxy shears), following methods suggested by Vallinotto (2012) and Das et al. (2013). We analyze three magnitude-limited galaxy samples, finding 2-4sigma evidence for m<1 using the deepest sample (i<24), while the others are consistent with m=1 (no bias). This matches the expectation that the shapes of faint galaxies are the most prone to measurement biases. Our results for m are essentially independent of the assumed cosmology, and only weakly sensitive to assumptions about the galaxy bias. We consider three galaxy bias models, finding in all cases that the best-fit multiplicative shear bias is less than unity. A value of m~0.9 would suffice to reconcile the amplitude of density fluctuations inferred from the CFHTLenS shear two-point statistics with that inferred from Planck CMB temperature data. This scenario is consistent with our results.