The soccer star and his partner, Georgina Rodriguez, shared that their infant son died while his twin sister survived.
Ronaldo and Rodriguez said, "It is with our deepest sadness we have to announce that our baby boy has passed away."
The Manchester United star had announced in October he and Rodriguez were expecting twins.
"All their expert care and support," Ronaldo concluded, praising their doctors and nurses.
"Our baby boy, you are our angel," the couple said Monday. "We will always love you."
Ronaldo and Rodriguez did not detail how their son died and asked for privacy while they grieve.
Ronaldo is a father to four other children, including a pair of fraternal twins.