The Portugal international played 45 minutes in his first friendly of the summer after missing most of the pre-season camp due to a family issue.
The 37-year-old, who wants to leave Manchester United in pursuit of Champions League football, left Old Trafford before the end of the 1-1 draw with Rayo Vallecano.
According to Sky Sports, Ronaldo was one of several players to leave early, though that didn't alleviate speculation about the striker's future in Manchester.
Amad Diallo replaced the forward at half-time and scored just two minutes later to help his side avoid a pre-season defeat.
This was United's final test before their Premier League opener against Brighton next weekend.
After dashing out early, Ronaldo took to social media and said: "Happy to be back."
The player has been linked with a number of clubs during the summer transfer window, although none of the proposed moves have come close to fruition.
Bayern Munich were said to be interested, however the financial model of Bundesliga clubs makes it difficult to offer lucrative deals.
Atletico Madrid were another club to enter the rumour mill, though supporters protested against such move, displaying a banner during a recent friendly which read: "CR7 not welcome."
Ronaldo has played in the Champions League in every season since 2003, and has amassed the record number of appearances in the competition with 183.
However, with Manchester United failing to finish in the top four last season, the prospect of Europa League football is looming for the Portuguese forward.