We report recent results on diffraction and exclusive production obtained by the CDF collaboration in p anti-p collisions at the Fermilab Tevatron collider at s**(1/2) = 1.96 TeV. A measurement of the Q2 and t dependence of the diffractive structure function extracted from diffractive dijet production in the range of 102 < 104 GeV2 and |t| < 1 GeV2 is presented. Results are also presented for exclusive e+ e-, gamma gamma, and dijet production.