The Manchester United player said the death, which occurred in April, was one of the most difficult moments of his life.
Ronaldo and partner Georgina Rodriguez were expecting twins, but only one child survived.
They called the incident the “greatest pain that any parents can feel”.
“It’s probably the worst moment that I’ve passed through in my life since my father died,” Ronaldo said on Piers Morgan Uncensored. “When you have a kid you expect everything to be normal and when you have that problem it’s hard as a human being as I am. Me and Georgina [Rodriguez], we had quite a difficult moment, because we don’t understand why this happened to us. It was difficult. Very, very difficult to understand what is going on in that period of our life. The football carries on.
“It’s crazy. I’ve never felt happy and sad in the same moment. It’s hard to explain. So difficult. You don’t know whether you cry or smile. You don’t know what to do to be honest.”
Ronaldo first announced his son’s death on Instagram and took time away from his team to grieve during the painful period.
“It is with our deepest sadness we have to announce that our baby boy has passed away,” Ronaldo and Rodriguez wrote on April 18. “It is the greatest pain that any parents can feel.
“Only the birth of our baby girl gives us the strength to live this moment with some hope and happiness. We would like to thank the doctors and nurses for all their expert care and support.
“We are all devastated at this loss and we kindly ask for privacy at this very difficult time. Our baby boy, you are our angel. We will always love you.” Source: goal.com