We report transverse field and zero field muon spin rotation studies of the superconducting rhenium oxide pyrochlore, Cd2Re2O7. Transverse field measurements (H=0.007 T) show line broadening below Tc, which is characteristic of a vortex state, demonstrating conclusively the type-II nature of this superconductor. The penetration depth is seen to level off below about 400 mK (T/Tc~0.4), with a rather large value of lambda (T=0)~7500A. The temperature independent behavior below ~ 400 mK is consistent with a nodeless superconducting energy gap. Zero-field measurements indicate no static magnetic fields developing below the transition temperature.