assuming the mercedes benz CLA 250 wil use the same engine as the 2013 C250, it should be a bit better than what the C250 is rated at being 22 City, 31 Highway.
Bad assumption, it does not use the C Class engine.
The Transport Canada rating for the B 250 (same drivetrain as the CLA in a bigger car) is 7.9 L/100 km (30 US MPG) city, and 5.5 L/100 km (43 US MPG) highway.
I expect the CLA's Transport Canada rating to be a bit better, and the US EPA ratings to be about 15% lower due to their different calculation methodology.
For what it's worth, the B 250 I test drove a cuple of weeks ago averaged under 5.5 L/100 on a short highway run, according to the OBC.