The CNO cycle does take place in the earliest massive stars, but only once a significant amount of helium has been burned into carbon by the triple alpha reaction.
Massive population III stars ($>20 M_{\odot}$) cannot be supported on the "main sequence" by pp hydrogen burning alone. What happens is that they collapse until their cores become hot enough to trigger the triple alpha reaction. This produces carbon and once this has reached an abundance, by number, of about $10^{-10}$ of hydrogen (about 6 orders of magnitude greater than the big-bang C abundance), then the more rapid CNO cycle becomes energetically important (e.g.Ekstrom et al. 2008; Yoon et al. 2012).
In less massive stars there just isn't enough carbon for the CNO cycle to release a significant amount of energy (compared with the pp chain), but they can be supported (as main sequence stars) by the pp chain with interior temperatures too low to produce carbon (e.g. Siess et al. 2002). The CNO cycle can take place in later stages of their evolution.