The Real Madrid forward revealed his unhappiness at the Bernabeu after the club's 3-0 win over Granada on Sunday, but despite Paris Saint-Germain's extravagant spending during the summer, Leonardo has stressed that Ronaldo will not be joining the French club.
Leonardo told RAC1: "We have never even thought about making a move for Cristiano Ronaldo.
"When we want a player, we talk directly to the club. This has not been the case. PSG have not been in touch with anyone from Real Madrid.
"We are very pleased with what we have achieved in the transfer market this summer."
Paris Saint-Germain are ninth after their first four Ligue 1 matches this season.