The one loop supersymmetric electroweak correction to the anomalous magneti
c moment of the muon is derived in the minimal N=1 supergravity unification
with two CP violating phases. A numerical analysis of the CP violating eff
ects on g(mu)-2 is carried our with the cancellation mechanism to guarantee
the satisfaction of the experimental limits on the electric dipole moments
of the electron and on the neutron It is found that the effects of the CP
phases can significantly affect the supersymmetric electroweak correction t
o g(mu) - 2, and that the numerical size of such a correction can he as lar
ge or larger than the standard model electroweak correction to g(mu)-2. The
se results are of import for the new Brookhaven experiment which is expecte
d to increase the sensitivity of the g(mu)-2 measurements by a factor of 20
and allow for a test of the electroweak correction in the near future.