Okay I found it and fixed it. This applies to 2WD model; probably similar for 4WD.
Here is how I did it.
Jack up the driver side of the CX-9 and place securely on jack stand. Slide under the car and locate the heat shield located above the exhaust where it runs down the tunnel in the middle...
Can you describe in more detail where the drain is under the car? Mine is clogged and I want to fix it myself. Which heat shield is it? Do you have a picture from under the car showing it?