Ronaldo netted a hat-trick and celebrated his first goal by putting a finger to his lips while looking towards the stands.
Having been subjected to jeers during a frustrating opening hour, the Portugal forward urged fans to treat him better after he finished the match looking like the Ronaldo of old.
"I just ask that they don't whistle me," he told Antena 3.
"I always give my best, I work and I help Real Madrid. I didn't tell them to be quiet – never.
"But I take the positive things. The team was good, we played well and obviously I'm happy with the goals."
Madrid's win came in controversial fashion, with Arturo Vidal sent off in the 83rd minute following a very questionable second yellow card with Bayern 2-1 up at the time after a Robert Lewandowski penalty and Sergio Ramos own goal.
The visitors' frustrations only grew when Ronaldo netted the equaliser and Madrid's lead when he scored his second from an offisde position in the 104th minute.
His third also looked to be fractionally ahead of the play before Marco Asensio added the fourth to ensure Madrid's progression.
Despite the contenious manner of the win, the former Manchester United forward insists the better team went through.
"We knew that, if we didn't play really well, Bayern can score goals on any pitch," he said.
"They showed that they are an excellent team, but Madrid are Madrid.
"In the first half we could have scored one or two goals; it was the same in the second half, but we conceded. Madrid are used to suffering.
"Madrid were better, without a doubt. It's not easy to score six goals against Bayern and we deserved it. We're the deserving winners."