The 37-year-old, who recently ended a 19-year career at Juventus, also said that he was disappointed to miss out on the 1996 Ballon d'Or.
Asked if he had any regrets in an interview with Gazzetta dello Sport, Del Piero replied: "Not at all. I have no regrets.
"Whenever I lose however, Champions League finals that went wrong or the 2000 European Championship. I hoped for the Ballon d'Or in 1996 after winning the Champions League and Intercontinental cup.
"[I played against] the best in 20 years of football. [It] would have been fun to see what would happen, playing with Ronaldo."
Del Piero has lost his opening two matches with new side Sydney FC, although he did score a free kick yesterday against Emile Heskey's Newcastle Jets.