Ronaldo's future at Real Madrid looked guaranteed after lifting his third Champions League title with the club earlier this month, the Portugal global scoring twice in a 4-1 win over Juventus.
In an earlier report Marca said Ronaldo has told his teammates he was leaving and "there is no turning back".
Cristiano Ronaldo will testify in his tax fraud case next month.
Ronaldo is with Portugal at the Confederations Cup in Russian Federation and has not said anything about his future since the A Bola story was published.
He also confirmed that Ronaldo's contract was ring-fenced by a one billion euro release clause.
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A statement issued by the section for economic crimes of Madrid's provincial state prosecutor's office said its investigations indicated that Mourinho committed tax fraud in 2011 and 2012.
Perez's radio interview came hours after the 70-year-old businessman was reelected to a fifth four-year term as Madrid's president.
He has also helped his team to win two La Liga titles after joining it on transfer from Manchester United for a ten record 80 million pounds in 2009.
There has been speculation that Ronaldo is trying to put pressure on Real so that they will bear some of the burden of an eventual fine for tax evasion as Barcelona did for Lionel Messi.
Since extending his contract in November until 2021, Ronaldo is according to Forbes the highest paid sports star in the world with $93 million (83m euro) in 2016-2017.
But it is United who look to be at the front of the queue for a player Bayern Munich have denied interest in, with Jose Mourinho's men reported to be preparing a record bid to bring the forward back to Old Trafford.