In this paper, continuous phase modulation-generalized frequency division multiplexing (CPM-GFDM) is proposed. The performance of CPM-GFDM is evaluated over Gaussian and frequency selective fading channels. In the proposed technique, the mapper in the transmitter and the de-mapper in the receiver of traditional GFDM are replaced by a CPM mapper and de-mapper, respectively. Using Monte-Carlo simulations, the bit error rate performance is evaluated for several rational values of the modulation index. We establish the superiority of CPM-GFDM over traditional GFDM using error performance plots through extensive simulations. We demonstrate that there are several values of the modulation index that give a performance superior to the conventional GFDM, with giving the best performance for additive white Gaussian noise (AWGN) channels, while for the frequency-selective channels the best performance is observed when .