Items of blue and white Al Hilal merchandise were thrown at Ronaldo as the Al Nassr forward entered the tunnel at the Kingdom Arena following his team's loss in the Riyadh Season Cup final.
Footage on social media showed Ronaldo picking up the item that was thrown at him from the stands and putting it inside his shorts before throwing it back toward the crowd.
ESPN has approached Ronaldo's representatives for comment.
Al Hilal fans taunted Ronaldo throughout the game by chanting Lionel Messi's name whenever the former Real Madrid star touched the ball.
The five-time Ballon d'Or winner, who turned 39 on Monday, returned to action on Thursday having recovered from a calf problem that had seen him issue a public apology on Jan. 23 after the injury contributed to the postponement of his team's preseason tour of China.
Al Nassr thrashed Messi's Inter Miami6-0 in Ronaldo's absence Feb. 1.
Ronaldo is the top scorer in the Saudi Pro league this season. Al Nassr are second in the table, seven points adrift of leaders Al Hilal after 19 games.
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Ronaldo appears to rub Al Hilal merch on crotch after defeat
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