According to the BBC, prosecutors accuse Ronaldo, reported to be the world’s highest paid athlete, of evading €14.7m ($17.3m; £13.1m) in tax.
He had been expected to make a statement after the pre-trial hearing, but left without saying a word.
The Real Madrid star, 32, has previously denied the allegations, saying his “conscience is clear”.
The media had gathered on the court steps in front of a lectern and speakers, set up by Real Madrid in anticipation of a speech by the footballer.
But Ronaldo avoided journalists by arriving and leaving via an underground garage.