We explore the parameter space of the Constrained Next-to-Minimal Supersymmetric Standard Model with GUT scale boundary conditions (CNMSSM) and find regions where the relic density of the lightest neutralino is compatible with the WMAP measurement. We emphasize differences with the MSSM: cases where annihilation of the LSP occurs via a Higgs resonance at low values of tan\beta and cases where the LSP has a large singlino component. The particle spectrum as well as theoretical and collider constraints are calculated with NMSSMTools. All neutralino annihilation and coannihilation processes are then computed with micrOMEGAs, taking into account higher order corrections to the Higgs sector.