We analyze properties of non-thermal radio emission from the Central Molecular Zone (CMZ) and individual molecular clouds, and argue that the observed features can be interpreted in the framework of our recent theory of self-modulation of cosmic rays (CRs) penetrating dense molecular regions. For clouds with gas column densities of $sim10^{23}$ cm$^{-2}$, the theory predicts depletion of sub-GeV CR electrons, occurring due to self-modulation of CR protons and leading to harder synchrotron spectra in the sub-GHz range. The predicted imprints of electron depletion in the synchrotron spectra agree well with the spectral hardening seen in available radio observations of the CMZ. A similar, but even stronger effect on the synchrotron emission is predicted for individual (denser) CMZ clouds, such as the Sgr B2. However, the emission at frequencies above $sim$ GHz, where observational data are available, is completely dominated by the thermal component, and therefore new observations at lower frequencies are needed to verify the predictions.