$\mathrm{CO}$ is practically non-polar since

The structure of $\mathrm{CO}$ is $: \mathrm{C}\equiv \mathrm{O}:$

Oxygen is more electronegative than carbon. so there will be some polarity due to this electronegativity difference. 
But this molecule contains pi bond which drifts the electrons from oxygen to carbon thus nullifying the polarity and making the molecule non-polar.

In other words,
In CO molecule, C−O σ moment and O−C π−moment cancels each other making it  non-polar.