Ronaldo became the first player to score 100 goals for one club in Europe's elite club competition during Wednesday's 3-1 first-leg win at the Santiago Bernabeu.
The Portuguese star scored a brace to cancel out Adrien Rabiot's 33rd-minute opener for PSG before Marcelo added a third late on.
Despite his team's strong position, Ronaldo warned there was still work to do heading into the second leg in Paris on March 6.
"The fans have helped us a lot and we felt their warmth. It has to be that way," he told reporters.
"Marcelo's goal was very important, he played a good match and he deserved it.
"When goals are scored and your team wins, it is always special. Today it started and I scored two.
"The tie is not over yet. We have to go to Paris to win and to score goals, to be calm and to qualify for the next phase."
After Rabiot's opener, Ronaldo struck from the penalty spot on the stroke of half-time before putting his team ahead with seven minutes remaining.
Ronaldo was particularly pleased with his team's performance in the second half as they took control of the tie.
"This was an important victory. We started the match well, but we let in a goal," the 33-year-old said.
"But this is the Champions League and Madrid have the experience. Games last 90 minutes and, at home, we wanted to play a good game. We have a good advantage for the return thanks to those two late goals.
"We knew [PSG] were a very dangerous team with the forwards they have. We knew we had to press them to win the ball.
"In the second half we waited a little bit, we played better, and we had more opportunities."