No other details were immediately available. Police planned a news conference for Thursday afternoon.
Cunningham, 35, was an epidemiologist at the Atlanta-based federal agency. He disappeared Feb. 12. His family reported him missing on Feb. 16 after going to his home and finding his belongings and vehicle there.
Police previously had said they had no evidence of foul play but couldn’t rule it out. The civilian group Crime Stoppers offered a reward of up to $15,000 for information pointing to any criminal activity.
CDC officials said previously that reports Cunningham had been passed over for a promotion were incorrect. In a statement, the CDC said Cunningham received an “exceptional proficiency promotion” July 1 to the position of commander, an early promotion reflecting his excellence as an employee.