The Coronagraph Instrument is one of two payloads onboard the Roman Space Telescope, and is planned as a technology demonstration of space coronagraph technology for future Exo-Planet missions. In order to meet its challenging optical performance requirements, the Coronagraph Instrument must be designed to optimize both mechanical and thermal stability. This presentation will review the overall mechanical and thermal architecture, and highlight recent progress in hardware fabrication efforts leading into the next phase of instrument integration and test.