If you just fill out the necessary items in a Content Query Web Part (link to the list, title, sorting, filtering, etc.), you might just forget a very important step.

You should always have a title designated at the top of your web part. What you may not realize is that this title can be a link directly back to the list it displays. Just click on the Advanced section. There, you should find a ‘Title URL’ textbox. Just put the relative link back to the list there, and when you ‘Apply’ the changes you’ve made, then whenever anyone clicks the title (like the one who’s likely to Add/Edit the list), it will go directly back to the list itself!