Zuber moves to the Rhein-Neckar Arena on a contract until June 2018 after just over a year with the Russian club.
The former Switzerland Under-21 international joined CSKA from Grasshopper in July last year and helped them win the Russian Premier League title for the second straight season last term.
Zuber - who turns 23 on Sunday - also won two Russian Super Cups during his time in Moscow, but has now opted for a new challenge in the Bundesliga as Hoffenheim aim to build on a ninth-place finish last season.
Hoffenheim scored 72 goals in the league in the last campaign - the third-highest tally in the German top flight - and Zuber will be expected to play a part in helping Markus Gisdol's men produce a similar return in the coming season.
Zuber joins a talented attack that already features Germany international Kevin Volland, Adam Szalai, Anthony Modeste and Roberto Firmino.
And sporting director Alexander Rosen is confident that Zuber will be a useful addition to Hoffenheim's squad.
Rosen told the club's official website: "With his qualities Steven is an asset to our squad and this creates even more options in attack."
Zuber could make his debut when Hoffenheim travel to Paloma in the DFB Pokal on Sunday.
