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In the classical situation [see, for example, \\textit{C. Peskine} and \\textit{L. Szpiro}, Invent. Math. 26, 271-302 (1974; Zbl 0298.14022)] the ideal \\(I\\) is a complete intersection. Some authors have considered Gorenstein linkage (where the ideal \\(I\\) is a Gorenstein ideal). The present paper investigates Cohen-Macaulay linkage (where \\(I\\) defines a Cohen-Macaulay factor ring) in a Gorenstein local ring \\(R\\).   It is shown that if \\(B\\) is a codimension two unmixed ideal whose canonical module has finite projective dimension, then there exists a Cohen-Macaulay link from \\(B\\) to an ideal \\(A\\) so that either the canonical module of \\(R/A\\) has depth one more than the canonical module of \\(R/B\\), or \\(R/A\\) is Cohen-Macaulay. 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