I haven't seen the show. But criminal profilers would be involved in an art.

One could loosely say being baseball batter can be a science, in that one could use various methods which are scientific to arrive at better ways or best ways to swing a bat.
But it's actually an art.
As practicing medicine is also an art.
Or baking a cake.

But all arts are dependent and interactive with science- additionally you could easily argue that without art, science would have not evolve or be developed.

As for as it's use of psychology. Psychology is called a soft science. So the psychological aspect of criminal profilers would "at best" be using a soft science.

So, criminal profilers are using science, soft science and perhaps/probably pseudoscience.