Contact Riemannian manifolds, whose complex structures are not necessarily integrable, are generalization of pseudohermitian manifolds in CR geometry. The Tanaka-Webster-Tanno connection plays the role of the Tanaka-Webster connection of a pseudohermitian manifold. Conformal transformations and the Yamabe problem are also defined naturally in this setting. By constructing the special frames and the normal coordinates on a contact Riemannian manifold, we prove that if the complex structure is not integrable, its Yamabe invariant on a contact Riemannian manifold is always less than the Yamabe invariant of the Heisenberg group. So the Yamabe problem on a contact Riemannian manifold is always solvable.