The match, billed as possibly the last chance for the multiple Ballon d'Or winners to face each other on the pitch, was part of a friendly tournament also involving Brazilian Neymar's Al Hilal, the Saudi Pro League leaders.
Argentina forward Messi, nursing a hamstring problem, started on the bench and Portugal's Ronaldo missed out completely due to a muscle injury, disappointing fans hoping to see the world's two most famous footballers in opposition.
Inter, who started the game with former Barcelona players Luis Suarez, Jordi Alba and Sergio Busquets in their lineup, trailed 3-0 inside 12 minutes and never threatened to make a comeback.
Messi played against Al Hilal on Monday, converting a penalty in the 54th minute before he was substituted two minutes from time as Inter lost 4-3.
Al Nassr last week cancelled their two-game China tour due to the absence of the 38-year-old Ronaldo.
