Ronaldo nearly signed for 'clever' Wenger
"I was within an inch of (joining Arsenal)," Ronaldo told France Football. "I have a lot of respect for (manager Arsene) Wenger, he is a very clever man."
Ronaldo, who inspired United to the Champions League and Premier League double this year, was awarded the Ballon d'Or on Tuesday after a poll of 96 international journalists organised by France Football. He joined United from Sporting Lisbon in 2003.
"I think I have gone down in history. And I am only 23," Ronaldo said.
"But I think I have to work even more. I never relax...I want to do as much next year and even more.
"Since I arrived at Manchester United, I have always improved year after year. I have always achieved something more season after season...I want more titles, more awards and another Ballon d'Or."
Ronaldo also denied he was a diver, saying "You know Hercules? He was hefty and muscular but sometimes he fell," Ronaldo said.