The Portuguese gave an extraordinary interview to the waiting press at the Bernabeu following the defeat - which saw Atletico become the first team in La Liga history to win three consecutive fixtures at the stadium.
However, Ronaldo suggested that would not be the case if his teammates possessed the talent he has.
"We had more chances than them and deserved to win," he said. "We know that the situation is difficult but we have to continue.
"We will not give in. When you don't have your best players, it is hard to win. If you don't have Karim, Pepe and Bale, it's more complicated.
"I like to play with Karim, Bale, Marcelo. I'm not saying the others aren't good players. For example, Danilo was the best player on the pitch today.
"If everyone was at my level, maybe we would be leaders."