Translate Date format multilangual website using WPML, see http://wpml.org/forums/topic/date-formatting-issue/.

functions.php

// Translate Date format multilingual website using WPML, see https://gist.github.com/Willem-Siebe/5eb063c04dda7b6863e8.

/**
 * WPML and Toolset Support Team.
 * Register date_format option in string translations.
 *
 * @param string $format Initial format stored in database.
 *
 * @return string        Translated format.
 */
function wsis_translate_date_format( $format ) {

	// Register date format for String Translation.
	do_action( 'wpml_register_single_string', 'Date Formats', $format, $format );

	// Get translated version of date format.
	$format = apply_filters( 'wpml_translate_single_string', $format, 'Date Formats', $format );

	return $format;
}
add_filter( 'option_date_format', 'wsis_translate_date_format', 10, 1 );

Checked for updates and changed the gist, see https://wpml.org/forums/topic/how-to-translate-the-date-format/.