Al Nassr face Iranian side Persepolis in Group E on Tuesday, while Qatari side Al-Duhail play Istiqlol Dushanbe of Tajikistan.
The streets were crowded with fans who raised welcome banners and pictures of Ronaldo upon the arrival of the Saudi Arabian team in Iran after the restoration of relations between the two countries.
The Asian Football Confederation (AFC) announced that matches between Saudi and Iranian teams would be held on a home-and-away basis after the agreement of the two local federations.
Matches had been played on neutral territory since 2016 because strained diplomatic ties between the two countries meant Saudi nationals were not permitted to travel to Iran.
Supporters invaded the team's hotel, despite attempts by security personnel to prevent them.
The fans chanted Ronaldo's name, with children and women carrying pictures of the Portugal captain.
Al Nassr posted several photos of Ronaldo receiving a luxurious hand-made Iranian carpet from Persepolis supporters.
"Mr. Cristiano Ronaldo, welcome to Iran. A token of appreciation, an original hand-woven piece of art made by Iranian artists to commemorate your presence in Iran, on behalf of Persepolis's fans," the fans wrote.
Children wore Al Nassr and Portugal shirts bearing Ronaldo’s name and number, and some fans performed the famous celebration of the former Real Madrid player.
The Saudi Pro League has become an attractive destination for Europe-based players since Ronaldo moved to Al Nassr last January.
