CTCF is a master regulator that plays important roles in genome architecture and gene expression. How CTCF is recruited in a locus-specific manner is not fully understood. Evidence from epigenetic processes, such as X chromosome inactivation (XCI), indicates that CTCF associates functionally with RNA. Using genome-wide approaches to investigate the relationship between its RNA interactome and epigenomic landscape, here we report that CTCF binds thousands of transcripts in mouse embryonic stem cells, many in close proximity to CTCF's genomic binding sites. CTCF is a specific and high-affinity RNA-binding protein (Kd < 1 nM). During XCI, CTCF differentially binds the active and inactive X chromosomes and interacts directly with Tsix, Xite, and Xist RNAs. Tsix and Xite RNAs target CTCF to the X inactivation center, thereby inducing homologous X chromosome pairing. Our work elucidates one mechanism by which CTCF is recruited in a locus-specific manner and implicates CTCF-RNA interactions in long-range chromosomal interactions.