Cosmic ray (CR) is an important component of the interstellar medium. It interacts with plasma via embedded magnetic irregularities. We study the magneto-rotational instability (MRI) in the presence of CRs. We analyse the effect of CRs including their diffusion using both linear stability analysis and MHD simulations. Two models are studied. (1) In the shearing box model, uniform initial state is adopted. Linear analysis shows that the growth rate of MRI is not sensitive to the value of CR diffusion coefficient. (2) In the differentially rotating cylinder model, the initial state is taken as a constant angular momentum polytropic disk threaded by weak uniform vertical magnetic field. Linear analysis shows that the growth rate of MRI becomes larger if the CR diffusion coefficient is larger. Both linear results are confirmed by MHD simulations.