The Argentina captain stated that he would not be available for his country, after missing a penalty in the Copa America Centenario final last Sunday.
It was the third major final he was losing with the national team.
Ronaldo, who also lost the World Cup and Copa America finals before eventually winning both, is praying that Messi makes a u-turn.
“It is an extremely personal choice for Messi and we have to respect that,” Ronaldo told China’s official Xinhua news agency.
“We all feel abandoned by Messi and hope he can change his decision.”