CQ Researcher is an unusual source because it's sort of both a database and a journal at the same time. So the best citation format you should use is for a journal article, and the name of the journal is CQ Researcher.
Here is an example of a citation from CQ Researcher done in MLA style:
Karaim, Reed. "Chemical and Biological Weapons." CQ Researcher 13 Dec. 2013: 1053-76. Web. 20 Dec. 2013.
There is more information specifically about how to cite CQ Researcher on this page on CQ Researcher.