Ronaldo was left fuming after seeing teammate Jhon Duran sent off for slapping his Al-Ettifaq marker.
Duran saw red with Al-Nassr 2-1 ahead, with Al-Ettifaq turning the game around with two goals - as Gini Wijnaldum hit the winner.
Ronaldo was seen raging against the match officials in the aftermath of Duran's dismissal.
Afterwards, Al-Nassr coach Stefano Pioli said: "We could play better, and the mistakes cost us a lot today and caused the loss.
"I repeat the same answer that I mentioned in the previous conferences, after the match, we work for two or three days for the next and most intense match.
"We started well and we went ahead, but what made the difference is the mistakes.
"Everyone is responsible for errors, I am the first responsible for correcting mistakes and we are working seriously, and I am not happy with the red card."