 Solution

Use $L=\{a^n{b}^n:n\ge 0\}$. The context-free grammar $S\to aSb\mid \epsilon$ generates exactly $L$, so it is a context-free language. It is not a regular language: if $p$ is a pumping length, any allowed decomposition of $a^p{b}^p$ has a nonempty pumped segment consisting only of $a$'s. Pumping down leaves fewer $a$'s than $b$'s, contradicting the pumping lemma for regular languages. Thus $L$ is a context-free language but not a regular language.