The broadcaster said they have gone to taped programming in the meantime and Don Lemon's "CNN Tonight" has been taken off air.
"Employees have been evacuated and the NYPD is investigating", they added.
"The building is secure and safe for everyone to return", police confirmed.
The caller who phoned in the threat claimed there were five bombs inside the building, New York's WNBC-TV reported, citing a police source.
Staff in offices and studios fled the 24-hour news network's building after several fire alarms went off about 10.30pm.
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The bomb threat was made just 20 minutes after President Trump tweeted that fake news was "the enemy of the people" - the latest in many of his attacks on the media.
"At 10:07pm a bomb threat was called into the Time Warner Center and the building was evacuated", the NYPD wrote on Twitter.
The roughly 90-minute drama recalled a similar evacuation in October after an explosive device was discovered at CNN's NY headquarters.
Reacting to the threat, CNN's Chris Cuomo said that everyone was "fine" despite the evacuation.
In October, the building was partially evacuated after a suspicious package containing a crude pipe bomb was delivered to the company. Suspect Cesar Sayoc, 56, was charged with five federal crimes and is now in custody waiting for trail. He faces up to life in prison if convicted.