I don't know if it's from the CPU or the CPU power slot, and all looks good.
Is it a newly build system?
What Mainboard, CPU and Powersuply (exact name/type and series)
Take your motherboard out of the case and check if the spacers are all in the correct place, that is only where there are screw holes in the mainboard.
If they where put the mainboard on a bit of clean uncoated cardboard or unlacquered wood, connect the GFX Card (if you got one) Harddrive with O.S. and Powersuply (CPU and RAM should have stayed on the mainboard) or anything else you need to get the system running outside the case.
If the problem is still there carefully check the mainboard especaily around the VRM and the back side around the CPU area to see if you see any damage to it.
Post a picture if you find something that your not sure about.