How to point CNAME to CDN proxy

I have created a CNAME which is pointing to Also I have turned on the proxy.

But Sendgrid told me the CNAME need to point away from and point to CDN/proxy.

How is this can be achieved?

A CNAME to sendgrid should be set to :grey: DNS Only. Not :orange: Proxied.

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Thanks for your reply. However I still don’t get it.
I have followed this instruction in Sendgrid to point a CNAME to Sendgrid with Proxy enabled.

But SendGrid told me, if the proxy is enabled, the CNAME will point to proxy address not Sendgrid

Can you post a screenshot of your DNS CNAME entries?

This is the DNS entry in cloudflare.

I stand my original response:

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