CSKA said on Twitter that the 27-year-old forward had moved to Moscow club on a season-long loan.
Doumbia made his name at CSKA, where he arrived in 2010 from Swiss top flight club Young Boys.
He scored 84 goals in 129 matches for the Red Army outfit winning two Russian Premiership titles, two national cups and a Russian Supercup.
He joined Roma in a reported 14.4-million-euro transfer move in January.
But Doumbia, who has twice been crowned the Russian league's top scorer, failed to secure a first team place at the Italian capital club where he has scored two goals in 14 matches.