Emergence of inflation, which is the best fit framework for CMB observations till date, comes from the attempts to attack the problem of quantization of gravity which in turn have resulted in the trace anomaly discovery. Further developments in trace anomaly and different frameworks aiming to construct quantum gravity indicate an inevitability of nonlocality in fundamental physics at small time and length scales. A natural question would be to employ the inflation as a probe for signatures of nonlocality in the early Universe physics. Recent advances of embedding inflation in a string theory inspired nonlocal gravity modification provide very promising theoretical predictions connecting the nonlocal physics in the early Universe and the forthcoming CMB observations.