  We study the constraints of the CP violation in the muon $g-2$ preferred
region of the minimal supersymmetric standard model assuming a universal
slepton masses within first two generations. We present two particular
scenarios where the $g-2$ anomaly is predicted within 2 $\sigma$ level mainly
through the chargino loop or the bino loop. We found that for both cases the
electron EDM experiment already highly constrained the CP phase of the
parameters: either the Arg[$\mu M_1]$ or Arg[$\mu M_2]$ should be smaller than
$\mathcal O$(2-3)$\times10^{-5}$. If the muon $g-2$ anomaly is explained by the
MSSM, a particular SUSY breaking mechanism is needed to guarantee the small CP
phase of SUSY parameters. Otherwise, a tuning of $\mathcal O(10^{-5})$ is
needed to cancel the phase in a general CP violated SUSY model.
