  Effects of CP violation on the supersymmetric electro-weak correction to the
anomalous magnetic moment of the muon are investigated with the most general
allowed set of CP violating phases in MSSM. The analysis includes contributions
from the chargino and the neutralino exchanges to the muon anomaly. The
supersymmetric contributions depend only on specific combinations of CP phases.
The independent set of such phases is classified. We analyse the effects of the
phases under the EDM constraints and show that large CP violating phases can
drastically affect the magnitude of the supersymmetric electro-weak
contribution to $a_{\mu}$ and may even affect its overall sign.
