Well, that depends. I don't think Wooper has fur. But in Lucario's case, I think the black is also fur. Maybe there's some screenshot from the Lucario movie around the web that can show a tuft or something of black hair?
I'm not saying all Pokémon have fur, I'm just saying that it's usually safe to assume
that they have fur when their appearance is questionable. I should have added that I meant my assumption for only land-based animal-like Pokémon (which includes Lucario). I generally would not assume that fish Pokémon have fur haha. Or maybe they do but the fur is too small to see :P
Lucario in the movie doesn't get any more detailed than it does in Jacob46719's avatar :\