**Exhibit 31.1**SARBANES-OXLEY ACT SECTION 302CERTIFICATION OF CHIEF EXECUTIVE OFFICERI, Stephen W. Lilienthal, certify that:1. I have reviewed this annual report on Form 10-K of CNA Financial Corporation; 2. Based on my knowledge, this annual report does not contain any untrue statement of a material fact oromit to state a material fact necessary to make the statements made, in light of the circumstancesunder which such statements were made, not misleading with respect to the period covered by thisannual report; 3. Based on my knowledge, the financial statements, and other financial information included in thisannual report, fairly present in all material respects the financial condition, results of operationsand cash flows of the registrant as of, and for, the periods presented in this annual report; 4. The registrant’s other certifying officers and I are responsible for establishing and maintainingdisclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) andinternal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f))for the registrant and have: a) Designed such disclosure controls and procedures, or caused such disclosurecontrols and procedures to be designed under our supervision, to ensure thatmaterial information relating to the registrant, including its consolidatedsubsidiaries, is made known to us by others within those entities,particularly during the period in which this annual report is beingprepared;  b) Designed such internal control over financial reporting, or caused suchinternal control over financial reporting to be designed under oursupervision, to provide reasonable assurance regarding the reliability offinancial reporting and the preparation of financial statements for externalpurposes in accordance with generally accepted accounting principles;  c) Evaluated the effectiveness of the registrant’s disclosure controls andprocedures and presented in this annual report our conclusions about theeffectiveness of the disclosure controls and procedures, as of the end ofthe period covered by this annual report based on such evaluation; and  d) Disclosed in this annual report any change in the registrant’s internalcontrol over financial reporting that occurred during the registrant’s mostrecent fiscal quarter (the registrant’s fourth quarter in the case of anannual report) that has materially affected, or is reasonably likely tomaterially affect, the registrant’s internal control over financialreporting; and5. The registrant’s other certifying officers and I have disclosed, based on our most recent evaluationof internal control over financial reporting, to the registrant’s auditors and the audit committee ofregistrant’s board of directors (or persons performing the equivalent function): a) All significant deficiencies and material weaknesses in the design oroperation of internal control over financial reporting which are reasonablylikely to adversely affect the registrant’s ability to record, process,summarize and report financial information; and  b) Any fraud, whether or not material, that involves management or otheremployees who have a significant role in the registrant’s internal controlover financial reporting.       Dated: March 8, 2006 By /s/ Stephen W. Lilienthal       Stephen W. Lilienthal      Chief Executive Officer