Ronaldo was rapped over the knuckles by general manager Jorge Valdano for taunting fans by cupping his ear.
"Cristiano Ronaldo is the first one to be aware of everything he does. He's a person who devotes a hundred percent to the profession, who has his own character to deal with positive and some negative things.
"I do not think there was much significance in what he did," reasoned Pellegrini.
"Cristiano has a character and a personality that is not going to change and makes him a winner in all respects.
"We would all like virtues, but there are only at certain times, on rare occasions, he has responded to provocations. It is not a concern. He is very motivated to keep winning."