The five-time Ballon d'Or winner returned to his homeland prior to the COVID-19 pandemic shutting down football around the world.
He has remained in his native country Portugal after seeing his mother suffer a health scare and Juve granting permission for a number of senior stars to remain away from Turin.
"Ronaldo has no special permission to train. Cristiano Ronaldo has the right to train as long as he respects the rules like all citizens, there is no privilege," Goal.com quoted Madeira's regional secretary of health Pedro Ramos as saying.
The 35-year-old forward along with fellow players was seen training in the CD Nacional's home ground in Funchal.
"All citizens can leave the house and do so, as long as they do not cause gatherings and maintain a safe distance during the exercise. Therefore, Ronaldo did what we have seen," Ramos said.
"There was no special authorisation because we are all the same, we are all facing the same pandemic," he added.
Ramos also urged the global superstar to set an example for the community by adhering to the government's advice.
"The best player in the world must use his image to set an example, but Cristiano seems to me to have done just a few minutes of exercise and, therefore, there is no harm in the world."
Ronaldo was last seen in action on March 8, with a 2-0 victory over title rivals Inter seeing them cement a standing at the top of Serie A with 12 games left to complete the 2019-20 campaign.
( With inputs from ANI )