Portugal were eliminated from the Confederations Cup on Wednesday, suffering a 3-0 penalty shoot-out loss to Chile after a 0-0 draw in Russia.
Ronaldo was left disappointed by his side's exit, saying he gave his all for the national team.
"I was in the service of the national team, as always, body and soul," he wrote on Facebook.
"Unfortunately, we have not been able to achieve the main sporting objective that we wanted, but I am sure we will continue to give joy to the Portuguese.
"The president of the Portuguese Football Federation and the national team have today had an attitude that has touched me and I will not forget.