An international consortium of media organisations last week claimed the star hid 150 million euros from image rights.
"You believe I am worried? He who owes nothing, fears nothing," said the superstar after being approached by Portuguese TV station RTP to respond to the allegations after Real Madrid's Champions League clash with Borussia Dortmund on Wednesday evening.
An international consortium of media organisations last week claimed that a huge data leak involving 18 million documents showed the Portuguese skipper hid 150 million euros ($160 million) from image rights in the British Virgin Islands.
Ronaldo, 31, has strongly denied all claims of wrongdoing.
On Wednesday, his club side came out in his defence.
"Real Madrid demand the maximum respect for a player like Cristiano Ronaldo, whose behaviour has been exemplary during his entire time at our club," Madrid said in a statement.