Following his exit from Manchester United, Ronaldo signed a lucrative deal to join Al-Nassr until June 2025.
Ronaldo failed to score in his opening two competitive appearances for the Saudi Arabian club, but he opened his account when he scored from the penalty spot in a 2-2 draw against Al-Fateh at the beginning of the month.
However, he truly announced himself in the Saudi Pro League on Thursday evening as he scored all four goals in a 4-0 away victory against Al-Wehda.
Ronaldo opened the scoring in the 21st minute, driving a powerful shot in the bottom corner, which brought up his 500th league goal of his club career.
A second arrived before half time, as he raced onto a well-weighted through ball before he slid the ball under Abdulquddus Atiah.
The Portugal international completed his hattrick from the penalty spot in the 53rd minute, and he celebrated a fourth goal just after the hour mark.
After his initial effort was saved by Atiah, the veteran forward guided the ball home from the rebound to wrap up a dominant individual display.
As a result of his impressive performance, Ronaldo now has 503 league goals to his name, and 103 of those have been scored in the Premier League with Manchester United.
During his time with Real Madrid, he racked up 311 goals in 292 La Liga appearances, while he found the net on 81 occasions in Serie A when he represented Juventus.
As well as scoring three goals for Sporting Lisbon in the Portuguese topflight, he has now registered five in the Saudi Pro League.
Ronaldo is fifth in the list of all-time league goalscorers, and he is currently 11 adrift of Ferenc Puskas in fourth and 15 away from Josef Bican in third.
Pele leads the way with 604 league goals to his name, while Romario is in second place after scoring 544.
Ronaldo's four-goal haul leaves Al-Nassr top of the league table, level on points with Al-Shadab, who have played a game more.
They will be aiming to claim consecutive victories when they face Al-Taawon on February 17.