Ronaldo and his partner Georgina Rodriguez announced they were expecting twins in October last year.
But late on Monday, the Manchester United forward revealed the twin girl survived during birth while the boy passed on.
In addition to Manchester United, the likes of Real Madrid, Manchester City, Leeds United and Liverpool have all sent their condolences to the Portuguese superstar.
The Red Devils have moved a step further by excusing Ronaldo from club duties to mourn his son.
"Family is more important than everything and Ronaldo is supporting his loved ones at this immensely difficult time," an official statement on the club website reads.
"As such, we can confirm that he will not feature in the match against Liverpool at Anfield on Tuesday evening and we underline the family's request for privacy.
"Cristiano, we are all thinking of you and sending strength to the family."
Ronaldo and Georgina already have a daughter together, three-year-old Alana Martina, who was born in 2017.
The Manchester United striker also has twins, Eva and Mateo, from a previous relationship. His eldest son Cristiano Junior is the product of another relationship.
Ronaldo has scored 21 goals in 34 appearances across all competitions since returning to Old Trafford for a second spell at the start of this season.