A CMC airfoil (20) formed with CMC stitches (37) interconnected between opposed walls (26, 28) of the airfoil to restrain outward flexing of the walls resulting from pressurized cooling air within the airfoil. The airfoil may be formed of a ceramic fabric infused with a ceramic matrix and dried, and may be partially to fully cured. Then holes (32, 34) are formed in the opposed walls of the airfoil, and a ceramic stitching element such as ceramic fibers (36) or a ceramic tube (44) is threaded through the holes. The stitching element is infused with a wet ceramic matrix before or after threading, and is flared (38) or otherwise anchored to the walls (26, 28) to form a stitch (37) there between. The airfoil and stitch are then cured. If the airfoil is cured before stitching, a pre-tension is formed in the stitch due to relative curing shrinkage.