How to put a CardView attribute in a style?

Set parent attribute to CardView.
You don't even have to add xmlns:card_view="http://schemas.android.com/apk/res-auto".

Working snippet of code:

<style name="CardViewStyle" parent="CardView">
     <item name="cardCornerRadius">4dp</item>
     <item name="cardElevation">4dp</item>
</style>

To add to mklimek's answer, you do not even need to add the parent="CardView"

Just avoid the cardView: prefix

So instead of

    <item name="cardView:cardElevation">5dp</item>

just use

    <item name="cardElevation">5dp</item>

So my complete style code for this is:

<style name="categoriesCardViewButtons">
    <item name="android:layout_width">80dp</item>
    <item name="android:layout_height">wrap_content</item>
    <item name="android:layout_marginLeft">10dp</item>
    <item name="cardCornerRadius">8dp</item>
    <item name="cardElevation">5dp</item>
    <item name="cardBackgroundColor">@color/grey_ultra_light</item>
    <item name="android:paddingBottom">@dimen/l1LayoutPaddingB</item>
</style>

This error can occur if you do not have CardView in your gradle dependencies (in Android Studio) for the module containing your style (even though you have the dependency in the module where you use the card view). In that case, simply add

compile 'com.android.support:cardview-v7:22.2.1'

(or another version) to build.gradle for the module containing themes.xml or styles.xml.

Then, you do not need to set a parent on your style, nor do you need a namespace prefix, but can follow the example in tsik's answer, so all you need is

<style name="myStyle">
    <item name="cardCornerRadius">8dp</item>
</style>

This code work well

<style name="MyCardView" parent="CardView">
    <item name="cardUseCompatPadding">true</item>
    <item name="cardCornerRadius">@dimen/hei_standard_8dp</item>
    <item name="cardBackgroundColor">@color/bg_item_list_alphabet</item>
</style>

Note: parent ="CardView"