The 27-year-old has distanced himself from the Barcelona forward, saying the two Liga stars are nothing more than congenial with one another
The pair have been painted as fierce rivals in recent years, with both players competing for the same club and individual honours.
But, though he admits they are not close, Ronaldo is adamant there are no issues between the two of them and expressed his respect for the Barcelona man.
"He [Lionel Messi] is a great player," Ronaldo told beIN sport. "I have a professional relationship [with him] like I have with other players.
"I'm not friends with him because we don't share the same dressing room. I respect him like a professional. We're not real friends, just friends through our profession. There are no issues between the two of us.
"It's [issues being created] not just now, its been the same for the last five years. I can't control it."
Neither player found the back of the net on Sunday as Los Blancos recorded a comfortable 4-0 win over Zaragoza, while the Blaugrana saw off Celta Vigo 3-1.