Real Madrid have repeatedly expressed their desire to sign the 23-year-old to Spain but Ronaldo is happy to stay put.
"It is hard to live in Manchester," he said. "I am very happy here. I want to play here for many more seasons and get even better.
"The weather might not be great but I'm used to it, it's a great club and that's what's most important."
Ronaldo believes the club can triumph in Moscow.
"We're in this competition to win it, as much as the league," he said. "We took our chance and now we're in the final of the Champions League."