The Portugal attacker drew his side level just before the half-hour mark after Daniel Da Mota Alves gave Luxembourg the lead, before he made a nuisance of himself in a top-class performance which saw Helder Postiga's strike earn the visitors a well deserved win.
Ronaldo, who revealed he did not celebrate his goals in Real Madrid's victory over Granada earlier this week because he was feeling sad for professional reasons, showed his intent early on as he kept a high line to keep the home defenders on their toes.
The former FIFA World Player of the year then forced a punch from keeper Jonathan Joubert after Alves' 25-yard strike opened the scoring for the home side in the 13th minute.
Raul Meireles and Nani were also threats in midfield for Portugal, the former seeing his 20-yard shot blocked by Luxembourg defender Ante Bukvic, while Nani forced Joubert to punch his cross clear in the 25th minute.
Despite falling a goal behind, Portugal dominated territory, and less than a minute after Nani's testing corner, the visitors levelled through the persistence of Ronaldo, who saw a shot blocked by Guy Blaise before he drilled into the bottom right-hand corner from the resulting period of play.
The ex-Manchester United star then fired a 20-yard strike against the post five minutes later before he then caught offside as Portugal continued to surge forward.
Meireles' inswinging corner was cleared by Blaise after Postiga's header was punched to safety by Joubert in a relentless passage of play by the visiting side.
Postiga went close again five minutes before the break but again Joubert was up to the challenge and safely caught the strike from the edge of the box.
Mario Mutsch then had a chance at the other end but Portugal keeper Rui Patricio diffused the situation by punching the ball clear before Ronaldo tested Joubert again with another shot on target just before half time.
Ronaldo then picked up where he left off after the break, firing in a succession of shots which were blocked by Joubert and Tom Schnell, with Joao Pereira also forcing a safe from the Luxembourg keeper.
Another goal was always on the cards and Postiga delivered in the 54th minute with a strike from the right of the area as Portugal went ahead for the first time in the match.
Joubert's goal was peppered with shots and Silvestre Varela went close to sealing the win in the 75th minute when his header flew over the bar, however the visitors had done enough and claimed a well deserved win after a dominant performance.