tikzcd is in fact only an improvement of matrix in TikZ.
\documentclass{article}
\usepackage{tikz-cd}
\usetikzlibrary{shapes}
\begin{document}
\begin{figure}
\begin{tikzcd}[cells={nodes={draw=black, ellipse}}]
0 \arrow[r] & 1 \arrow[r] & |[draw=none]|\dots \arrow[r] & n-1 \arrow[r] & n
\end{tikzcd}
\end{figure}
\end{document}

However, to have nice arrows, I think some improvements are needed. Here are some proposals to do so:
Use phantom (as suggested by marmot in the comments)
\documentclass{article}
\usepackage{tikz-cd}
\usetikzlibrary{shapes}
\begin{document}
\begin{figure}
\begin{tikzcd}[cells={nodes={draw=black, ellipse}}]
0 \arrow[r] & 1 \arrow[r] & |[draw=none]|\dots\vphantom{1} \arrow[r] & n-1 \arrow[r] & n
\end{tikzcd}
\end{figure}
\end{document}

We can even improve this approach more by using \cdots:
\documentclass{article}
\usepackage{tikz-cd}
\usetikzlibrary{shapes}
\begin{document}
\begin{figure}
\begin{tikzcd}[cells={nodes={draw=black, ellipse}}]
0 \arrow[r] & 1 \arrow[r] & |[draw=none]|\cdots\vphantom{1} \arrow[r] & n-1 \arrow[r] & n
\end{tikzcd}
\end{figure}
\end{document}

Use option anchor=center
\documentclass{article}
\usepackage{tikz-cd}
\usetikzlibrary{shapes}
\begin{document}
\begin{figure}
\begin{tikzcd}[cells={nodes={draw=black, ellipse,anchor=center}}]
0 \arrow[r] & 1 \arrow[r] & |[draw=none]|\dots \arrow[r] & n-1 \arrow[r] & n
\end{tikzcd}
\end{figure}
\end{document}

Moreover, to make the height of the nodes consistent, you may need minimum height option (here I apply it to the anchor=center code – you can apply this to any code above):
\documentclass{article}
\usepackage{tikz-cd}
\usetikzlibrary{shapes}
\begin{document}
\begin{figure}
\begin{tikzcd}[cells={nodes={draw=black, ellipse,anchor=center,minimum height=2em}}]
0 \arrow[r] & 1 \arrow[r] & |[draw=none]|\dots \arrow[r] & n-1 \arrow[r] & n
\end{tikzcd}
\end{figure}
\end{document}

\vphantom{1}do here? – David Poxon Apr 14 '19 at 05:19\phantom{1}gives an invisible1;\hphantom{1}gives a space which is as wide as a1, and\vphantom{1}gives a vertical space which is as high as a1. Read more: https://tex.stackexchange.com/a/4523/156344 – Apr 14 '19 at 05:28