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The 37-year-old Portuguese football star shared on social media that he and his girlfriend, 28-year-old Spanish model Georgina Rodríguez were mourning the death of their baby boy, who was survived by his twin sister.
Morgan replied to Ronaldo's post: "Heartbreaking news. My deepest condolences to you and all your family."
Gary Lineker wrote: "Terribly sad news. Sincere condolences to you and your family."
Fellow footballer Marcus Rashford tweeted: "Thoughts are with you and Georgina brother. I’m so sorry."
Robbie Fowler replied: "Thoughts and prayers go out to you , Georgina and your family Cristiano."
Other stars to share their condolences included EastEnders and I'm A Celebrity star Jacqueline Jossa, athlete Usain Bolt and singer Jake Quickenden.
Ronaldo told his followers: "It is with our deepest sadness we have to announce that our baby boy has passed away.
"It is the greatest pain that any parents can feel.
"Only the birth of our baby girl gives us the strength to live this moment with some hope and happiness.
"We would like to thank the doctors and nurses for all their expert care and support.
"We are all devastated at this loss and we kindly ask for privacy at this very difficult time.
"Our baby boy, you are our angel. We will always love you."
He also shared the message in Spanish and Portuguese.
The couple announced in October last year that they were expecting twins.
They said: "Delighted to announce we are expecting twins. Our hearts are full of love - we can’t wait to meet you."
Ronaldo is also father to 11-year-old Cristiano Jr and four-year-old boy-girl twins Eva and Mateo who were all born to surrogate mothers, as well as four-year-old daughter Alana with Rodriguez.
Watch: Cristiano Ronaldo has announced the death of his baby son