Screening will begin at airports in New York, San Francisco, and Los Angeles.
New details in the outbreak emerge, including potential human-to-human spread.
The woman has no fever or respiratory symptoms and may go home soon.
Officials put the case count at 41 and note how the new virus relates to the SARS virus.
The virus seems to group with the betacoronaviruses, the genus that includes the SARS virus and MERS-CoV.
Coronaviruses that can cause serious human disease are on the rise, emphasizing the importance of public health preparedness.
The CDC issues a watch but does not call for travel limits.
Local sources say the market linked to the cases sold some live animals and animal organs, raising concerns about zoonotic virus spread.
Health officials in China are investigating the cause of a pneumonia outbreak in the city of Wuhan in Hubei province that has sickened 27 people and seems to be linked to a seafood market.
The virus killed nearly 25,000 piglets at 4 farms in Guangdong province in 2016 and 2017.