Ronaldo was outstanding on the night as Real reached the final with a 3-1 win.
It is his sixth Clasico in which he has scored and he has a total of eight goals.
"I feel very comfortable playing on this ground. Besides, I always have the help of my teammates, which is what allows me to score goals. Going into the history books for scoring so many times in a row is something nice and I am proud to be writing a page in the history of Spanish football," said the Portuguese.