Gurung's comment comes days after the West Bengal CID took charge of the probe into the killing of Amitabh Malik near Darjeeling earlier this month.
The police alleged Malik was shot at by supporters of Gurung when security forces went in search of the GJM chief who they believed was hiding in a wooded area on October 13.
"The probe by the CID is a conspiracy by the West Bengal government against him (Malik) and the GJM. They are trying to frame the GJM. Only a CBI inquiry can bring out the truth," Gurung, who has been absconding, said in a widely-aired audio message from an undisclosed location last night.
"Eleven GJM activists have died in the last four months. The CBI should also probe those deaths," he added.
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