"I won five Champions Leagues and these guys zero," Ronaldo told reporters after the defeat, gesticulating a five and a zero with his hands.
The Portuguese ace won the UEFA Champions League four times with arch-rivals Real Madrid and once with Manchester United.
Ronaldo made a similar gesture towards fans during the game.
Atletico Madrid have reached the Champions League final three times but are yet to lift their first UCL trophy. The club also lost to Real Madrid in 2014 and 2016, while Ronaldo was still at Los Blancos.
The world-famous footballing star was recently found guilty of concealing around 5.7 million euros worth of income tax from 2011 to 2014, during his spell at Real Madrid.