This paper presents a search for production of neutral Higgs bosons predicted by Supersymmetry using the $\mu\mu$ decay channel. The data from proton-proton collisions at $\sqrt{s}=7$~TeV were recorded in 2011 with the CMS detector and correspond to an integrated luminosity of $4.96$~fb$^{-1}$. The search is sensitive to SUSY Higgs boson production in association with a $b\bar{b}$ pair and via the gluon-gluon fusion process. In the m$_h^{max}$ scenario, this analysis excludes values of $\tan\beta$ between 16 and 26, at the \mbox{95\% CL}, for Higgs masses from 115 to \mbox{175 GeV/$c^2$}. Less stringent limits in terms of $\tan\beta$ (between 26 and 40) are determined for higher values of the Higgs mass up to 300 GeV/$c^2$.

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