This paper continues the program initiated in the works by the authors [60], [61] and [62] and by the authors with Li [51] and [52] to establish higher order Poincare-Sobolev, Hardy-Sobolev-Mazya, Adams and Hardy-Adams inequalities on real hyperbolic spaces using the method of Helgason-Fourier analysis on the hyperbolic spaces. The aim of this paper is to establish such inequalities on the Siegel domains and complex hyperbolic spaces. Firstly, we prove a factorization theorem for the operators on the complex hyperbolic space which is closely related to Geller operator, as well as the CR invariant differential operators on the Heisenberg group and CR sphere. Secondly, by using, among other things, the Kunze-Stein phenomenon on a closed linear group $SU(1,n)$ and Helgason-Fourier analysis techniques on the complex hyperbolic spaces, we establish the Poincare-Sobolev, Hardy-Sobolev-Mazya inequality on the Siegel domain $mathcal{U}^{n}$ and the unit ball $mathbb{B}_{mathbb{C}}^{n}$. Finally, we establish the sharp Hardy-Adams inequalities and sharp Adams type inequalities on Sobolev spaces of any positive fractional order on the complex hyperbolic spaces. The factorization theorem we proved is of its independent interest in the Heisenberg group and CR sphere and CR invariant differential operators therein.