The Manchester United forward is absent from the club's pre-season tour of Thailand and Australia due to a family issue.
The 37-year-old also missed the first week of training as talk of a potential departure ramped up in recent days.
Ronaldo has been heavily linked with Bayern Munich - who may have to replace Robert Lewandowski should he complete his move to Barcelona - and Chelsea.
Jorge Mendes, who is the agent for the Portugal international, recently met with the new co-owner at Stamford Bridge, Todd Boehly.
Despite the uncertainty, Ten Hag has assured fans that Ronaldo remains part of his plans going forward.
The Man United manager said: "He's not with us and it's due to personal issues.
"We are planning with Cristiano Ronaldo this season so that's it. I'm looking forward to working with him.
"He hasn't told me (he wants to leave). I have read but what I say is Cristiano is not for sale. Cristiano is in our plans and we want to get success together."
Ten Hag has also given Harry Maguire the nod to continue as the club's captain.
The England international was often singled out last season as the Red Devils endured one of their worst campaigns in decades.
"Harry Maguire is the captain," the Dutchman said. "Of course, I have to get to know all the players and it takes time.
"But he is an established captain for a few years and he has achieved a lot of success, so I don't doubt about this issue."