The 41-year-old player added: 'In due time, I will tell the Portuguese people the truth about the reasons that led to my departure from the national team, to which I have always been committed'.
The captain of Portugal concluded his message by saying: 'Now is the time to wish Portugal and all my teammates well, without exception'.
The Portuguese Football Federation confirmed, in a statement, Ronaldo's departure from the national team's camp in Copenhagen, noting that preparations for upcoming matches will continue with the participation of the rest of the summoned players.
Ronaldo's departure came hours after Jesus confirmed, during a press conference, that the player would not start against Denmark, but did not rule out the possibility of him participating as a substitute, explaining that he had spoken with Ronaldo about the decision.
Jesus said in response to a question about the possibility of involving Ronaldo for 30 minutes: 'Certainly, I did, and maybe more than that. Ronaldo will never change my mind, if I say he won't participate, he won't participate'.
Following the press conference, Ronaldo was seen leaving the 'Parken' stadium in Copenhagen before the national team's final training session, despite the coach's earlier confirmation of his participation.
The decision came a day after controversy over Ronaldo's absence from team training, following his non-participation in the 2-1 win over Norway last Sunday in Oslo, despite being on the bench.
The Al-Nassr striker did not go to the Portuguese national team fans to greet them after the final whistle, preferring to go directly to the dressing room, in a move that sparked speculation about his dissatisfaction with the coach's decision not to include him.
Media reports had spoken of a strained relationship between the player and the coach after Ronaldo was kept on the bench against Norway, without participating in the match, despite a prior agreement on the possibility of bringing him on during the second half.