Ronaldo, 32, is again being linked with a move away from the La Liga champions despite being contracted until mid-2021.
"Cristiano is leaving? Ask him, I don't know about these things," the defender told reporters.
Madrid are back in action with a derby clash against Atletico on Saturday, sitting third in the table and eight points behind rivals and league leaders Barcelona.
Ramos said Zinedine Zidane's men could afford few mistakes for the rest of the season.
"It's the good thing about football – difficult games come in," he said.
"We have a minimum margin of error because we have wasted several points.
"We hope to play a good role in the derby and then we'll see."