What's the difference between a microprocessor and a CPU?
Do read the question (and answers) stevenh linked to, but your question is somewhat different.

A Central Procession Unit (CPU) is the part of a computer that sequences and executes instructions. Other parts in the traditional computer architecture are the memory and the I/O.



In the stone age days of computers a mainframe's CPU's occupied multiple cabinets. Later a minicomputer's CPU occupied one or a few PCBs. The next step was to integrate a CPU on a single chip. That is what we call a microprocessor (uP).

From there the development forks: 


the CPU-on-a-chip is made more powerfull (faster, parallel execution, fast execution of complex instructions like divide and transcendentals), a cache is added, more CPU's are combined in one chip, etc. This results in the (mainly Intel) super-microprocessors of today.
a moderately powerfull CPU (more powerfull than those in a uC, but less than those in a desktop CPU) is combined with a small boot ROM and a set of complex peripherals, like a video/lcd subsystem, mpeg decoder, wired or wireless ethernet interface, USB intefaces, etc. to cerate a 'system-on-a-chip'. These chips form the hart of modern set-top boxes and the small Linux systems (Beaglebone, Raspberry Pi, etc.) derived from them.
The CPU is combined with memory and I/O on the same chip, creating a complete computer on a single chip. This is called a microcontroller (uC).