The CP symmetry is not manifestly implemented for the local and doubler-free Ginsparg-Wilson operator in lattice chiral gauge theory. We precisely identify where the effects of this CP breaking appear. We show that they appear in: (I) Overall constant phase of the fermion generating functional. (II) Overall constant coefficient of the fermion generating functional. (III) Fermion propagator appearing in external fermion lines and the propagator connected to Yukawa vertices. The first effect appears from the transformation of the path integral measure and it is absorbed into a suitable definition of the constant phase factor for each topological sector; in this sense there appears no "CP anomaly". The second constant arises from the explicit breaking in the action and it is absorbed by the suitable weights with which topological sectors are summed. The last one in the propagator is inherent to this formulation and cannot be avoided by a mere modification of the projection operator, for example, in the framework of the Ginsparg-Wilson operator. This breaking emerges as an (almost) contact term in the propagator when the Higgs field, which is treated perturbatively, has no vacuum expectation value. In the presence of the vacuum expectation value, however, a completely new situation arises and the breaking becomes intrinsically non-local, though this breaking may still be removed in a suitable continuum limit. This non-local CP breaking is expected to persist for a non-perturbative treatment of the Higgs coupling.