The 37-year-old Manchester United forward had revealed in a social media post last October that the couple was expecting twins.
In a post released yesterday on the Portuguese international’s Twitter account, they confirmed the birth of a baby girl.
“It is with our deepest sadness we have to announce that our baby boy has passed away. It is the greatest pain that any parents can feel,” Ronaldo and Rodriguez said in a jointly signed statement.
“Only the birth of our baby girl gives us the strength to live this moment with some hope and happiness. We would like to thank the doctors and nurses for all their expert care and support.
“We are all devastated at this loss and we kindly ask for privacy at this very difficult time.”
The couple, who met during Ronaldo’s time at Real Madrid, have a four-year-old daughter together, while Ronaldo has three other children.
The announcement was met with widespread sympathy from across football.
“Your pain is our pain, Cristiano,” Manchester United tweeted. “Sending love and strength to you and the family at this time.”
On their web page, Real Madrid said that the club and its officials “deeply regret the death of one of the children that our beloved Cristiano Ronaldo and his partner, Georgina Rodriguez, were expecting”.
“Real Madrid joins the grief of the whole family and wants to show them all our love and affection,” the Spanish giants said.
Rival clubs, among them Leeds United, Manchester City and Tottenham Hotspur, also sent condolences.
“All of us here at Liverpool FC send our deepest condolences to you, Georgina and the family,” Liverpool tweeted.
Ronaldo’s United teammates also joined the outpouring of sympathy.
“Thoughts are with you and Georgina, brother I’m so sorry,” forward Marcus Rashford wrote on Twitter.
Goalkeeper David de Gea responded to Ronaldo’s announcement with a simple heart emoji.