The capital club has been sanctioned for "reprehensible behavior" after the Portuguese was struck with a missile thrown from the crowd after the first half of Tuesday's game.
The Portuguese was leaving the pitch after scoring both goals in a 2-0 Copa del Rey derby win for Real Madrid over the club's city rival on Tuesday, which booked his side's place in the final of the competition.
He was pelted by missiles as made his way to the tunnel at halftime and was struck on the head with the lighter when talking to teammate Sergio Ramos.
Both Iker Casillas and Atletico spokesman Clemente Villaverde were quick to condemn those responsible for their actions and the club has now been slapped with a fine plus a warning over further incidents.
"It's reprehensible behavior on the part of the spectator," the RFEF's judge said.
Ronaldo had been involved in an aerial challenge with Atleti's Javier Manquillo just prior to the incident, which saw the 19-year-old taken to hospital with a neck injury.
The Portugal captain, who went to the aid of the teenager after the accidental collision, was booked for his part in the challenge.