Use the below package.xml to deploy custom metadata type using Apache ANT tool in Salesforce.

package.xml:

    <!-- Custom Metadata Type Data -->  
    <types>  
        <members>CustomMetadata__mdt.RecordName</members>  
        <name>CustomMetadata</name>  
    </types>  
      
    <!-- Custom Metadata Type -->  
    <types>  
        <members>CustomMetadata</members>  
        <name>CustomObject</name>  
    </types>