The Portuguese star was seen reacting angrily to supporters during Al-Nassr's 2-0 defeat to Al Hilal.
The two front-runners for this season's Saudi Pro League title met in a friendly on Thursday night ahead in preparation for the return of league action after a mid-season break.
Footage from the match showed a stroppy Ronaldo gesturing to the crowd who taunted him with chants of his famous rival's name.
Ronaldo is seen firing back at fans, appearing to say "I am here, not Messi," whilst pointing to the ground.
The outburst seemed to knock the forward off his stride as he was later booked for kicking the ball into the stands after Al-Hilal were awarded a contentious free-kick.
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Ronaldo appeared agitated throughout the night which bizarrely ended with WWE legend The Undertaker making an appearance to present the Riyadh Season Trophy.
It was a sombre end to a week of celebrations for Ronaldo, who celebrated turning 39 on Monday.
And it appears that drama will continue to follow the ex-Manchester United star judging by Thursday night's antics.
Ronaldo's rivalry with Messi dates back over 15 years as the two megastars went head-to-head in LaLiga for nemesis clubs Real Madrid and Barcelona.
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A two-way tussle for individual and collective honours gripped fans who became tribalistic over their preferred player.
Ronaldo was able to get the better of Messi in Champions League victories, having picked up five winners medals with Real Madrid and Manchester United, compared to the Argentine's collection of four with Barcelona.
Al-Nassr's Cristiano Ronaldo appears to rub rival shirt against his crotch and throws it back towards fans
Meanwhile, Messi leads the way on Ballon d'Or wins with an unprecedented seven to his name, whilst Ronaldo boasts five wins, and Messi has also lifted the World Cup trophy.
The pair were set to face off one last time last week when Inter Miami took on Al-Nassr in a friendly.
However, the showdown failed to materialise due to the Portuguese picking up an injury. Messi did briefly feature in the game that the Saudi side comfortably won 6-0.