CDC uses the log reader, same as replication. When mirroring or availability groups are used, by default the log reader will not process log records that have not already been hardened at all mirroring / availability group secondary replicas.

This can be changed with Trace Flag 1448, which enables the replication log reader to move forward even if the asynchronous secondary replicas have not acknowledged the reception of a change. Even with this trace flag enabled, the log reader always waits for the synchronous secondary replicas.

References:

https://docs.microsoft.com/en-us/sql/database-engine/availability-groups/windows/replicate-track-change-data-capture-always-on-availability#CDC

https://support.microsoft.com/en-us/help/937041/fix-changes-in-the-publisher-database-are-not-replicated-to-the-subscr