Ronaldo penned a new deal with Real this week.
Fellaini said: "If Ronaldo has made it clear he won’t be coming here, that’s just too bad for him!
"I feel great at this club, and when I see supporters turning up for games wearing a (Fellaini) wig, it makes me feel even better.
"It is funny to see that, but very pleasing as well. It makes me want to do all I can for them on the pitch, and that’s what I will do."