Ronaldo missed out on a move to Real last summer, but has recently stated he was happy to stay at Manchester United.
“Cristiano said he has a desire to come to Madrid, but things did not turn out well,” Pepe told Onda Cero.
“It’s caused me great trouble, and I believe it’s the same for him too. For me it is always better to have Cristiano on your team.
“He wanted to come this year. He likes Real Madrid, wants to live in this city and it is a club he has always dreamed of playing at.”