Ronaldo left European champions Madrid for Serie A champions Juventus in the off-season, ending his illustrious nine-year stay in the Spanish capital.
Madrid dropped their first points of the season, held to a 1-1 draw by Athletic Bilbao on Saturday as they slipped two points behind La Liga leaders Barcelona.
Asked if Madrid missed five-time Ballon d’Or winner Ronaldo, left-back Marcelo told reporters: “I think supporters also often remember Raul, Zidane… Not only Cristiano.”
Madrid had won their opening three matches but the club’s 100 per cent record came to an end at San Mames.
Substitute Isco rescued a point for Madrid in the 63rd minute after Iker Muniain put Bilbao ahead 13 minutes before half-time.
“The draw is a bit disappointing,” Marcelo added. “We were hoping for a fairer outcome, which would have been to win the game.
“We gave it our all to do so and we improved in the second half but we have to move on from this game and think about the next. We had a lot of the ball and created chances but it just wouldn’t go in for us. We’ve got a fantastic team, we played well, but we couldn’t win the game.
“We didn’t want to drop any points here. We also lacked a bit of patience. After going behind, we tried to get on top quickly, but that’s the way things go in football. We came very close to getting the three points. We’re firing on all cylinders right now.”