Ronaldo scored a brace in Madrid's 3-0 win over Granada on Sunday but did not celebrate either goal.
Quizzed by reporters after the game at the Santiago Bernabeu, he said: "It could be because I am a bit sad. That is the only reason. When I don't celebrate goals, I am not happy."
Ronaldo was elusive about the reasons for his unhappiness, saying only that it was professional rather than personal. "I am not going to say more. People know why," he was quoted as saying in the media.
Asked if he was upset because Barcelona midfielder Andres Iniesta was crowned UEFA Best Player in Europe on Thursday, he replied: "No, it's not that. There are more important things."
Iniesta deserved the award, he added.
The 27-year-old Portuguese said his thigh was hurting but he hoped it would recover in the next few days to allow him to play.
"He can't take it any more," headlined the front page of top selling sports daily Marca. Ronaldo "disconcerts Madrid and sounds alarm bells after not celebrating his goals against Granada," it said.
Ronaldo had gone to see Real Madrid chairman Florentino Perez on Saturday to say he was unhappy in the club, the paper said, without citing a source.
Marca said team-mates, who were not named, believed he had become more miserable since Iniesta was honoured. Ronaldo and Barcelona striker Lionel Messi had also been in the running.
"Does he want to go?" asked an article in rival sports paper AS. Ronaldo's "attitude is a depth charge that could explode with serious consequences if no-one intervenes urgently at the club."
Real Madrid coach Jose Mourinho had criticised their performance against Granada.
"I did not like the game as we had little rhythm. We have had little time to work this week and we were slow. We got the points but that is not enough, we have to play better," he said.
The coach had already laid in to the team's performance in their previous first division game, a 2-1 defeat at derby rivals Getafe, which he had described as "unacceptable in every aspect".
Real Madrid redeemed themselves on Wednesday, though, claiming the season's first piece of silverware with a 2-1 victory over 10-man Barca that delivered the Spanish Super Cup on away goals.