He also caused a stir in 2012 when he declared in a post-match interview after a game with Granada: "I'm sad and the club know why."
Juventus declined to comment when contacted by Reuters, while Real Madrid said: "Our official comments are made through our official media channels."
Real have not issued any statement on their website about Ronaldo, although in the past days they have issued statements denying reports they have made transfer bids for Paris St Germain forwards Neymar and Kylian Mbappe.
Spanish newspaper Marca suggested on Wednesday that Ronaldo is unhappy at Real because they are searching for his successor and president Florentino Perez has publicly courted Neymar, urging the Brazilian last year to come to Madrid if he wants to win the prestigious Ballon d'Or award.