$^{51}$V NMR studies on CaV2O4 single crystals and $^{17}$O NMR studies on $^{17}$O-enriched powder samples are reported. The temperature dependences of the $^{17}$O NMR line width and nuclear spin-lattice relaxation rate give strong evidence for a long-range antiferromagnetic transition at Tn = 78 K in the powder. Magnetic susceptibility measurements show that Tn = 69 K in the crystals. A zero-field $^{51}$V NMR signal was observed at low temperatures (f $approx$ 237 MHz at 4.2 K) in the crystals. The field swept spectra with the field in different directions suggest the presence of two antiferromagnetic substructures. Each substructure is collinear, with the easy axes of the two substructures separated by an angle of 19(1) degree, and with their average direction pointing approximately along the b-axis of the crystal structure. The two spin substructures contain equal number of spins. The temperature dependence of the ordered moment, measured up to 45 K, shows the presence of an energy gap Eg in the antiferromagnetic spin wave excitation spectrum. Antiferromagnetic spin wave theory suggests that Eg lies between 64 and 98 K.