The Portuguese says that his team-mates must enjoy their triumph at Mestalla but points out that there are still two titles for which to play, La Liga and the Champions League
The Ballon d'Or winner was restricted to the stands because of injury but Carlo Ancelotti's men secured the crown regardless, with Angel Di Maria and Gareth Bale scoring either side of Marc Bartra's equaliser.
"We deserved to win because we played better and we created more goal chances but we still have two titles to fight for," Ronaldo told reporters after the game at Mestalla.
"It was a great struggle to reach the final. We are very happy, we have been great, we have to enjoy this day and then think about the league."
Speaking of his injury situation, the Portuguese seemed upbeat. "I'm much better, I don't feel pain anymore," the 29-year-old explained.
Wednesday's victory sealed a 19th Copa del Rey title for the capital club, who currently sit second in La Liga behind Atletico Madrid and have a Champions League semi-final against Bayern Munich on the way.