PSG are reported to need to sell players to raise funds due to an investigation into the club's finances from UEFA, while there has been regular speculation Neymar has failed to settle in the French capital.
Neymar is recovering from foot surgery with the goal of making a comeback for the World Cup and compatriot Ronaldo believes the forward will still be at PSG for the start of next season.
"I've heard a lot about Neymar and Real Madrid but I really think it's very difficult to sign him," Ronaldo told Cadena SER.
"PSG paid a lot of money for him, I think it's a very complicated deal for Real Madrid to one day sign Neymar.
"Right now I think it's impossible. Maybe in a few years, he will still be young, but now I think it is impossible.
"I think he is doing well and he likes Paris, he wanted a change and he knew everything that was going to happen."