We investigate the electronic structure of Chromium Nitride (CrN) across the first-order magneto-structural transition at T_N ~ 286 K. Resonant photoemission spectroscopy shows a gap in the 3d partial density of states at the Fermi level and an On-site Coulomb energy U ~ 4.5 eV, indicating strong electron-electron correlations. Bulk-sensitive high resolution (6 meV) laser photoemission reveals a clear Fermi edge indicating an antiferromagnetic metal below T_N. Hard x-ray Cr 2p core-level spectra show T-dependent changes across T_N which originate from screening due to coherent states as substantiated by cluster model calculations using the experimentally observed U. The electrical resistivity confirms an insulator above T_N (E_g ~ 70 meV) which becomes a disordered metal below T_N. The results indicate CrN transforms from a correlated insulator to an antiferromagnetic metal, coupled to the magneto-structural transition.