We demonstrate that the conformal loop ensemble (CLE) has a rich integrable structure by establishing exact formulas for two CLE observables. The first describes the joint moments of the conformal radii of loops surrounding three points for CLE on the sphere. Up to normalization, our formula agrees with the imaginary DOZZ formula due to Zamolodchikov (2005) and Kostov-Petkova (2007), which is the three-point structure constant of certain conformal field theories that generalize the minimal models. This verifies the CLE interpretation of the imaginary DOZZ formula by Ikhlef, Jacobsen and Saleur (2015). Our second result is for the moments of the electrical thickness of CLE loops first considered by Kenyon and Wilson (2004). Our proofs rely on the conformal welding of random surfaces and two sources of integrability concerning CLE and Liouville quantum gravity (LQG). First, LQG surfaces decorated with CLE inherit a rich integrable structure from random planar maps decorated with the O(n) loop model. Second, as the field theory describing LQG, Liouville conformal field theory is integrable. In particular, the DOZZ formula and the FZZ formula for its structure constants are crucial inputs to our results.