Ronaldo left in tears after Al Nassr's King's Cup final defeat
The Portuguese superstar, whose arrival last year unleashed a flood of top players to the oil-funded Saudi Pro League, slumped to the ground as Al Hilal celebrated.
Ronaldo, 39, then slowly walked off the pitch and sat in the dug-out with tears streaming down his face.
In a tempestuous match that saw three red cards, including one for Al Nassr's ex-Arsenal goalkeeper David Ospina, Ayman Yahya scored in the 88th minute to cancel out Al Hilal's early strike through Aleksandar Mitrovic.
But Al Hilal triumphed 5-4 in the shoot-out to complete the Saudi treble after also winning the Super Cup and the Saudi Pro League, finishing unbeaten in domestic action.
This season Al Hilal, with star signing Neymar injured since October, put together a record, 34-match winning streak in all competitions.
Al Nassr, who were second in the league behind Al Hilal, and lost to the same team in the Super Cup, miss out once again despite the prolific Ronaldo, who scored a Pro League-record 35 goals.
His sole silverware so far with the Riyadh club is last year's Arab Club Champions Cup.
Ronaldo's contract, said to net him 400 million euros over two-and-a-half years, runs out at the end of next season.
