Effects of CP violation on the supersymmetric electroweak correction to the
anomalous magnetic moment of the muon are investigated with the most gener
al allowed set of CP violating phases in the MSSM. The analysis includes co
ntributions from the chargino and the neutralino exchanges to the muon anom
aly. The supersymmetric contributions depend only on specific combinations
of CP phases. We analyze the effects of the phases under the EDM constraint
s and show that large CP violating phases can drastically affect the magnit
ude of the supersymmetric electroweak contribution to a(mu) and may even af
fect its overall sign.