The New York Police Department is investigating.
Just two months ago, bombs were sent to the CNN, as well as top Democrats like Barack Obama and the Clintons.
The bomb threat was phoned-in, according to CNN.
The caller reportedly claimed there were five bombs in the building.
The broadcaster said they have gone to taped programming in the meantime and Don Lemon’s “CNN Tonight” has been taken off air.
The NYPD said on Twitter: “Due to a police investigation at Columbus Circle, West 58th Street between 8th and 9th Avenue is closed to traffic and pedestrian traffic.
“Please avoid this area.”
Columbus Circle is where the Time Warner Centre is located.
In October, the building was evacuated after a package with an explosive device addressed to former CIA Director John Brennan was found.
A day later they were evacuated again due to a suspicious package that was later declared as safe.
When the phone call originally came in, security officers evacuated the building as a precaution and called the police.
Fire alarm bells rang out in the CNN newsroom triggering the evacuation.
A preliminary search by security did not find anything, but the NYPD is conducting a follow-up search.
The threat comes less than an hour after President Donald Trump tweeted about “fake news”, a phrase which he has often labelled CNN with.
He said: “Fake news – enemy of the people.”