The defeat marked the second match in row in which Ronaldo failed to find the net, with Al-Ittihad goalkeeper Marcelo Grohe parrying away a fierce shot from the Portugal superstar in injury time.
Brazilian Romarinho scored 10 minutes from time to seal victory for Al-Ittihad, who leapfrogged Al-Nassr to take top spot in the league table.
Al-Ittihad's fans taunted Ronaldo throughout the match, repeatedly chanting the name of his rival, Lionel Messi.
Ronaldo, who has scored eight goals in seven league games this season, took off his captain's armband before leaving the pitch and looked set to throw it, before regaining his composure.
He applauded the Al-Nassr supporters before leaving the field of play.
"Disappointed with the result, but we stay focused on our season and the games ahead. Thank you Al-Nassr fans for your support, we know we can count on you!" the Portuguese said on Twitter after the game.
