The Portuguese attacker, who led Madrid to the La Liga title and Champions League glory last season, shocked just about everyone after news emerged of his desire to leave the Santiago Bernabeu this summer.
They are together once again in Russian Federation for the Confederations Cup, and the pair have been discussing Ronaldo's next move, with Pepe adamant that Real have not defended him sufficiently from the tax allegations.
Ronaldo is rumoured to have chose to leave Real Madrid after he was charged by Spanish authorities over a €14.7m tax bill they claim to be due from his overseas earnings that went through an account in the British Virgin Islands.
"I am leaving Real Madrid", Marca said Ronaldo told his Portuguese colleagues.
The pupil sporting played 292 matches and scored 118 goals and won nine trophies, including three titles of champion of England, winning the Champions League and the Federation Internationale de Football Association club world Cup.
Manchester United have already started their summer transfer dealings, bringing in Victor Lindelof from Benfica. "There is no turning back", the daily sports paper reported. Or until Real Madrid decide they'll pay whatever fine the Spanish authorities level him with.
Ronaldo has made no secret of his admiration for Manchester United - the club he left for the Bernebeu in 2009 - and the club would have the financial muscle that could land his signature (PSG being another obvious possible suitors).
On Sunday night, Spanish radio station Cope report that Ronaldo did speak to Zidane, but simply told him he wants out of Spain.
In addition to Zizou, Sergio Ramos had also called Ronaldo in a bid to keep him at Real Madrid.
The pair were also caught deep in discussion during Portugal's 2-2 draw with Mexico, with Ronaldo saying "they are very bad" to Pepe as they returned from the half-time break.
The final of the Confederations Cup is on July 2, 2017. Ronaldo was somehow named man of the match.