He joins Detroit Red Wings center Pavel Datsyuk and Philadelphia Flyers goaltender Ilya Bryzgalov in Moscow.
Grabovski becomes the second Maple Leafs player to sign overseas during the lockout. Teammate Nikolai Kulemin signed with Metallurg Magnitogorsk, also of the KHL, on Monday.
In 74 games with the Leafs last season, Grabovski collected 23 goals and 28 assists for 51 points.
KHL teams are allowed to sign a maximum of three NHL players during the NHL's lockout, while a max salary has been imposed of 65 per cent of what they earn under their NHL contracts. Grabovski's signing means CSKA has hit its max.