The Portuguese star admits he faces a lot of pressure at the Spanish giants but is used to dealing with it, is happy and hopes to remain at the club for a long time.
Cristiano Ronaldo has insisted he is happy at Real Madrid and has no intention of leaving the club.
The Portuguese star has been linked with a move away from Santiago Bernabeu recently, with Paris Saint-Germain widely mooted as a possible destination for the three-time Ballon d'Or winner.
But despite criticism of his form at times this season and the speculation surrounding his future, Ronaldo has stressed he continues to feel appreciated by the Madrid fans and is eager to prolong his time at the club.
"Real Madrid is a club with a lot of pressure from both inside and outside, but I have been here for many years and I am used to it," he told Mahou.
"The grandeur of the club means that people look at us differently to others. However, on a personal level things are positive, I am very happy and I want to be at this club.
"I feel the support of the fans. When the people sing my name, I'm proud."
Despite winning La Liga and the Champions League just once each since his move from Manchester United in 2009, the 32-year-old insists he has no regrets over his career in Spain.
"To be the best in Europe is the biggest dream and we did it two years ago. It was a unique moment for us and for the fans, but there have been other important ones," he said.
"I could not be more proud of the time I've spent with Real Madrid."
Madrid host Atletico Madrid in the derby on Saturday and Ronaldo accepts it is a must-win game if they are to have any hope of overhauling Barcelona, who have a nine-point lead on Zinedine Zidane's side at the top of the table.
"It's an important game at home, with our fans. They defend very well but we have to win. Although La Liga is difficult, we're going to fight until the end," Ronaldo added.