The CMS and ATLAS have recently reported their results searching for light Higgs boson with mass around 95 GeV, based on the full Run 2 data set. In the framework of the CP-violating (CPV) $\mu\nu$SSM, we discuss a $\sim$ 2.9$\sigma$ (local) excess at 95 GeV in the light Higgs boson search in the diphoton decay mode as reported by ATLAS and CMS, together with a $\sim$ 2$\sigma$ excess (local) in the $b\bar{b}$ final state at LEP in the same mass range. By introducing CPV phases as well as by mixing CP-even Higgs and CP-odd Higgs, a lighter Higgs boson in the $\mu\nu$SSM can be produced, which can account for the "di-photon excess".
Comment: 29 pages, 7 figures, accepted for publication in Physical Review D