Not everything made in China is bad ;-) Why should it not work? Because of the quality? I have 6 Seagate 1 TB disks. Only the one made in Thailand died but not the rest made in China.
If you have a Genuine Intel CPU and the mother board supports that version of the CPU, It won't matter where you bought the CPU.
The only issue I would be concerned with is possible counterfeiting (remarking some lesser CPU to resember a better version), but I am really not aware of any going on on CPU's.