Dozens of different kinds of cdf file types exist, so it is very likely that some kind of cdf to pdf conversion exists. This is mainly the case for graphics and text files, which can be typically printed to PDF format with any viewer that offers a print function (with a virtual PDF printer installed).
One of the best examples of cdf to pdf export comes in the form of printing the static view of Mathematica CDF format to PDF format. You can do that either with Mathematica itself, or through the print function (virtual PDF printer) in the free Wolfram CDF Player.