We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove that, up to a deterministic time-change, it is distributed as a continuous-time Galton-Watson process with immigration. We obtain similar results for a critical stable branching mechanism when only looking at immigrants arriving in some fixed time-interval. For a general sub-critical branching mechanism, we consider the number of individuals that give descendants in the extant population. The associated processes (forward or backward in time) are pure-death or pure-birth Markov processes, for which we compute the transition rates.