There's anger after Valladolid was denied a late spotkick from an apparent Santiago Arias hand-ball.
"Irritation, anger and frustration," started Ronaldo's statement on Twitter.
"These are some of the words that sum up our reactions to the decisions of all kinds that have affected us.
"Those at the club are working for something very important and our future and the institution's respect depend on it.
"Nobody apart from us Valladolidians treat the team with the consideration our fans, our history and our ambitions deserve.
"Many years of suffering have turned our institution into something that seems to have lost strength.
"Our job is to make Real Valladolid great again so that nobody thinks we are unimportant and that nobody thinks things don't affect us.
"We're working towards this, but unfortunately it takes time to end entrenched things.
"We must be united more than ever now because our first objective is in our own hands.
"The best guarantee for us is to have the Estadio Jose Zorilla and our fans standing with our incredible players and coaches.
"Thanks, and come on Pucela!"