Depends on the motherboard and CPU. On the Intel side, integrated graphics have been provided by the CPU since the first gen i3s released back in 2010. If you have integrated graphics on an intel system with a Core i3/5/7 or a Pentium or Celeron based on those CPUs, the integrated graphics are on the CPU. If you have an older system with a Core 2 series CPU or older, the integrated graphics are on the motherboard.
On the AMD side, integrated graphics are still provided by the motherboard unless you have one of AMD's APUs (A or E series Processor only. Athlon, Phenom, and FX do not include integrated graphics on the CPU)
Only very recently have CPUs been providing the integrated graphics, and on many AMD systems they still do. The APUs (cpu's starting with an A or E) have the graphics built in the CPU while FX chips have it in the motherboard chipset if you choose an appropriate motherboard.
Only when Intel released the LGA 1156 based core i series CPUs did graphics begin being pack in the CPU on intel's side, until then the integrated graphics had always been built into the north bridge of the motherboard.