We consider a formally integrable, strictly pseudoconvex CR manifold M of
hypersurface type, of dimension 2n−1≥7. Local CR, i.e. holomorphic,
embeddings of M are known to exist from the works of Kuranishi and Akahori.
We address the problem of regularity of the embedding in standard H\"older
spaces Ca(M), a∈R. If the structure of M is of class
Cm, m∈Z, 4≤m≤∞, we construct a local CR
embedding near each point of M. This embedding is of class Ca, for every
a, 0≤a<m+(1/2). Our method is based on Henkin's local homotopy
formula for the embedded case, some very precise estimates for the solution
operators in it, and a substantial modification of a previous Nash-Moser
argument due to the second author