Ronaldo, who played for both Barcelona and Real Madrid, told AS it was difficult to choose but the Argentine was the more influential and better all-round player.
The former star scored 247 goals in 343 appearances winning two world cups before his premature retirement in 2011.
"I would stick with Messi," he said. "It is difficult. It is like when you are looking to buy a house and they offer you many nice ones, but you need to pick one.
"Messi seems more complete to me, or at least more decisive. In the important moments, he appears and scores goals."
Ronaldo said he believed there were more great players on show when he was around.
"For me, there is less competition now," he added. "I do not want to be the typical guy saying
things were better in my day, but I look around now and I just see those two.
"Maybe Neymar is coming, but he has a long way to go yet. But in my time there were many great players.
"I competed with Zinedine Zidane, Rivaldo, Ronaldinho, Michael Owen, Luis Figo, Gabriel Batistuta … there were many players who made their teams great.
"Now I just see Cristiano and Messi, although the truth is they are very, very good."
He said that while both he and Real's current Ronaldo were goal scorers, their games were slightly different.
"We do not look alike when we play," he explained. "I was more a centre-forward, and you could say he is a second striker.
"Cristiano, in his most recent stage at Madrid, has learned to score goals. And scoring goals is the most beautiful thing in the world.
If you score so many goals, you must be very good. Nobody scores a lot of goals by getting lucky."
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