One common way is by using their official channels to release counter - statements. They may also work with other government agencies or sources to discredit the CNN story. Sometimes, they might use their influence in the political and diplomatic circles to put pressure on CNN. For example, if the story is related to international relations, the CIA could get involved in diplomatic discussions where they subtly or not - so - subtly undermine the credibility of the CNN story. Additionally, they could leak information to other media outlets that contradicts the CNN story, but this is a more controversial approach as it involves using the media against the media.
The CIA could hold a press briefing to refute the CNN story, presenting their own evidence or perspective. Another way is through behind - the - scenes communication with CNN, trying to convince the network to correct or retract the story.