UEFA said fans of the Russian capital club displayed "racist and far-right symbols" during their Champions League away game against Viktoria Plzen in December.
It followed incidents during CSKA's home match against Manchester City in October when Yaya Toure was subjected to monkey chants, prompting UEFA to impose a partial ground closure for the November 27 match against Bayern Munich.
Further breaches in the December 10 match in Plzen led to a further UEFA investigation, and European football's governing body imposed the stadium closure penalty on Tuesday.
UEFA said in a statement: "CSKA must play their next UEFA club competition home game behind closed doors and pay a fine of 50,000 euros (£41,000) after supporters displayed a range of racist and far-right symbols during their 2-1 UEFA Champions League Group D defeat at FC Viktoria Plzen on December 10 2013.
"The punishment reflects the fact that CSKA have previous records of racist behaviour by supporters."
CSKA finished bottom of Group D in the Champions League, meaning they missed out on qualification for the knock-out stage and also fell short of earning a place in the Europa League.
Consequently, UEFA's penalty will come into effect in their next European campaign. CSKA currently stand fifth in the Russian Premier League, a position which would see them go into next season's Europa League.