The enforced closure of their stadium followed the poor behaviour of fans during their first Champions League group match at AS Roma last month, where the Russians lost 5-1.
CSKA supporters threw flares towards the Roma fans in the 71st minute. They also tried to enter areas of the Stadio Olimpico where Roma fans were sitting, which led to clashes with stewards and police.
Rome police said 13 stewards and four police officers were injured.
Last Friday, UEFA’s Control, Ethics and Disciplinary Body found CSKA Moscow guilty and also fined them 200,000 euros (157,283.35 pounds).
In addition, CSKA fans will be barred from attending their next two Champions League away games at Manchester City and Bayern Munich.
"CSKA are going to appeal," Babaev told the Russian sports daily Sport Express.
"Friday is the final day we can launch an appeal. We are going to inform UEFA about our plans. We will then have five more days in order to put forward our case and tell our side of the story," he added.
(Reporting By Dmitriy Rogovitskiy, editing by Mark Meadows)
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