In the present paper, we show that (under some minor technical assumption) Complex Gaussian Multiplicative Chaos defined as the complex exponential of a $\log$-correlated Gaussian field can be obtained by taking the limit of the exponential of the field convoluted with a smoothing Kernel. We consider two types of chaos: $e^{γX}$ for a log correlated field $X$ and $γ=α+iβ$, $α, β\in \mathbb R$ and $e^{αX+iβY}$ for $X$ and $Y$ two independent fields with $α, β\in \mathbb R$. Our result is valid in the range $$ \mathcal O_{\mathrm{sub}}:=\{ α^2+β^2<d \} \cup \{ |α|\in (\sqrt{d/2},\sqrt{2d} ) \text{ and } |β|< \sqrt{2d}-|α| \},$$ which, up to boundary, is conjectured to be optimal.