The former Real Madrid forward believes that the two players have two separate stories which cannot affect one another, as his potential record-breaker heads into the World Cup
The Lazio striker is aiming to beat Ronaldo's long-standing record of scoring 15 goals in World Cup matches, and will match the Brazilian if he managed to grab a goal in his adversary's home nation.
"That worries me a little bit, but not much," admitted Ronaldo. "I think my history, and his history are separate, everyone makes their own story.
"Regardless, if Klose does score in the World Cup and he matches me or surpasses me, I know my history will not be erased by this.
"Therefore, I have a small concern, but there is no envy, since he's playing and I'm not. We both have our own stories, mine has already been written but he is writing his now. It is what it is."
The 36-year-old also had advice for Santos star Neymar, amidst speculation about his future, as he would recommend European life to the young sensation.
"It is very good, the possibility of living in Europe," Ronaldo continued. "It really transforms a football player into a real man, especially a Brazilian football player who has the chance to play in Europe.
"He will have a great opportunity, both culturally, educationally and in sport to learn as much as possible. I think I learnt a lot, I was really dedicated to learning as much as I could in Europe, it was fantastic learning.
"I lived in Europe for 18 years, so I can affirm that for me, no university in the world could teach everything I learned playing football there.
"I would recommend it. Apart from conquering the world of football, it is a huge cultural learning opportunity for a player and it is an opportunity that you shouldn't miss."
When posed the question of Lionel Messi or his namesake Cristiano Ronaldo, the Brazilian answered definitely.
"Messi. I think both are fantastic players, they are the two best in the world, absolutely," he enthused. "But I think Messi still enchants more fans."