The Portuguese, who spent six years at United from 2003, completed a 2-1 win for Real who went through to the Champions League quarter-finals 3-2 on aggregate.
He received a rousing welcome back before the match, but broke the home fans' hearts when he slid in at the far post after 69 minutes to sweep the ball into the net.
"It was an emotional moment for me. I just have one word to say - unbelievable. What the supporters do to me is they make me feel shy," Ronaldo, who also scored Real's equaliser in the first leg in Madrid, told Sky Sports.
"It's respect for the affection that people gave me here over many years. Those are feelings that you don't forget," he added on Spanish television broadcaster TVE.
"I didn't celebrate but I was happy inside and what I wanted most was to win and step by step continue on our way to the final of the Champions League."
"Our main worry," said Ferguson on Monday, "was not what happened 10 years ago but what is going to happen tomorrow."
Tuesday's win completed a remarkable week for Real who beat arch rivals Barcelona in La Liga and the King's Cup before toppling United.
"I helped my team to score one at home, one away," he added. I didn't see the replay of what Nani did, but it's situations that happen in football."
"The United supporters here and the club - it's massive but at the moment I'm very happy at Real Madrid and want to be there," he said.
"It was an unbelievable week. We won both games against Barcelona and Manchester United. We're in good shape and want to carry on like that."
After seeing off United, a second winner's medal has come a big step closer.
