Real play city rivals Atletico Madrid in the Champions League final on May 24 and are one step away from the record-extending continental crown that has eluded them since they last won Europe's elite club competition exactly 12 years ago, on May 15, 2002.
Ronaldo, 29, is the top scorer in this season's competition with a record 16 goals, two more than the previous best set by Barcelona forward Lionel Messi and former AC Milan striker Jose Altafini.
"I've changed for the better, of course," Ronaldo said on Real's website on Thursday (www.realmadrid.com).
"I won the Champions league with Manchester United and now this is my fifth season with Real Madrid," added the Portugal captain, a European champion with the English Premier League club in 2008.
"I've always dreamed of winning this competition with this club (Real), it is a trophy we have spent years trying to win.
"As a result, from the very first day we arrive at the club we feel a positive kind of pressure geared towards winning the Champions League.
"Pressure is a part of football and of playing for Real Madrid. We are used to having to win all the time, but it is fine. I like the pressure because it makes me a better player. It is a special kind of adrenaline we feel."
Ronaldo has been struggling with a leg muscle strain in recent weeks but Real said he trained with his team mates on Thursday.
(Reporting by Iain Rogers, editing by Ed Osmond)
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