There are several ways in which this might be answered.
Political: No, the Canary Islands belong to Spain.
Geological: No, the Canary Islands are a chain of volcanoes rising fron the deep ocean floor and not from the continental shelf of Africa.
Economical: Having no actual continental shelf, the Canary Islands have a legal continental shelf, to which they have the exploitation rights.
Traditional: The close proximity of the Canary Islands (about 100km from the Eastern Islands to Morocco) suggest they do belong to Africa.
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