The rumours emerged after Ronaldo was dropped to the bench for Portugal's 6-1 win over Switzerland in their round of 16 game on Tuesday.
Ronaldo was only a second half substitute in that game, with his replacement Goncalo Ramos, scoring a hattrick in the big win.
Portugal manager Fernando Santos had earlier expressed his dissatisfaction to Ronaldo's reaction to getting substituted in their last group stage game against South Korea.
"News released this Thursday reports that Ronaldo threatened to leave the national team during a conversation with Fernando Santos," a statement from the FPF read.
"The FPF clarifies that at no time did the captain of the Selecao, Ronaldo, threaten to leave the national team during the stay in Qatar.
"Ronaldo builds up a unique track record every day at the service of the national team and the country, which must be respected and which attests to the unquestionable degree of commitment to the national team.
"Incidentally, the degree of dedication of the player most capped by Portugal was again demonstrated – if necessary – in the victory against Switzerland."
Ronaldo will hope to be involved from the start when Portugal face Morocco in the quarterfinals on Saturday.
