We present an efficient analytical energy gradient algorithm for the cluster-in-molecule resolution-of-identity second-order Møller-Plesset perturbation (CIM-RI-MP2) method based on the Lagrange multiplier method. Our algorithm independently constructs the Lagrangian formalism within each cluster, avoiding the solution of the coupled-perturbed Hartree-Fock (CPHF) equation for the whole system. Due to this feature, the computational cost of the CIM-RI-MP2 gradients is much lower than that of other local MP2 algorithms. Benchmark calculations of several molecules containing up to 312 atoms demonstrate the general applicability of our CIM-RI-MP2 gradient algorithm. The optimized structure of a 244-atom molecule using the CIM-RI-MP2 method with the cc-pVDZ basis set is in good agreement with the corresponding crystal structure. A single-point gradient calculation conducted for a molecular cage containing 972 atoms and 9612 basis functions takes 48 h on 25 nodes, utilizing a total of 600 CPU cores. The present CIM-RI-MP2 gradient program is applicable for obtaining the optimized geometries of large systems with hundreds of atoms.