The Personalised Integrated Media service, which uses Sony DADC technology, uses a unique code so every CD can be tailor-made for the recipient.
If customer puts the CD into their computer, they can deal direct with the business to buy goods or services.
The inscription means advertisers can observe customer engagement with the CD and calculate the campaign's effectiveness.
Alex Batchelor, Royal Mail's marketing director, said the advertising marketplace was increasingly competitive.
"It is important that Royal Mail innovates the ways in which businesses can use the post to communicate to their customers," he said.
Audi tested the medium in December 2006 for the launch of its Q7 model, sending a personalised CD to 33,400 consumers, including a tour of the vehicle, the TV advertisement and a co-driver's view of an off-road test.