According to CNN, fire alarm bells rang inside the newsroom shortly after 10:30 p.m.
Anchor Don Lemon tweeted that staff were evacuated in the middle of his live show, with the station now showing taped programming. Employees have been evacuated and the NYPD is investigating.
The call was made at around 10pm Eastern time (3am Friday morning United Kingdom time) as CNN switched briefly to pre-taped programming before cutting to live shots of newscasters, employees and onlookers standing behind police barricades outside the building.
The caller reportedly claimed there were five bombs in the building.
Police gather outside the Time Warner Center after an explosive device was sent to the CNN offices on 24 October 2018 in New York City.
Police said the building was evacuated and building security did a preliminary search.
'All of the employees, all the people who were in the building as we were doing our live broadcast are out of the Time Warner Center now, ' he added.
Bomb squads were put on standby in case any devices were found, police said.
In October, CNN was targeted in a wave of pipe bombs mailed to the network as well as to prominent critics of President Donald Trump.
He said: "Fake news - enemy of the people".
The one sent to the CNN was addressed to former Central Intelligence Agency director John Brennan, who is a contributor to MSNBC and NBC News but has no relation to CNN. Sayoc was indicted last month.