Confinement of alpha particles is one of the key issues of burning plasma in tokamaks. Due to the discreteness of the toroidal field (TF) coils, the loss alpha particles induced by TF ripple can cause a strong heat load on the first wall. In this work, by using the guiding center code ORBIT, we investigated alpha particle TF ripple loss in Chinese Fusion Engineering Test Reactor (CFETR) steady-state scenario (v20190422), in which both the initial distribution and classical steady-state slowing down distribution of alpha particles are considered. Effects of TF ripple on three particle loss mechanisms, namely prompt loss, ripple well trapping loss and stochastic diffusion loss, are analyzed in detail. Through comparison, it is found that the stochastic diffusion is the main mechanism of alpha particle ripple loss. Moreover, the toroidal and poloidal profiles of the heat load on the first wall are calculated and compared with the safety threshold of CFETR. In addition, a comparison study of alpha particle ripple loss in the hybrid scenario (v20190422) has been carried out. It is found that both total particle loss fraction and maximum heat load in the steady-state scenario are approximately 50% larger than those in the hybrid scenario.