That's true to a point, but it has no legal mandate to operate domestically. That doesn't mean it has no domestic operations, it exists domestically after all, but it means it does so at the discretion of the entire rest of the executive and judicial branch. The FBI, police services and Homeland Security have jurisdiction, which the CIA doesn't.

Of course an agency which specializes in performing illegal actions without getting caught (often in places where even their mere presence would warrant their agents being quite literally shot) would never violate the law.