Ronaldo, who hit a hat trick in a 5-0 rout of Al Fateh on Friday, converted two first-half penalties against Al Shabab to put his side 2-0 to the good.
The former Manchester United and Real Madrid star, who moved to Saudi Arabia in January, later passed up the opportunity for a hat trick of penalty kicks when deferring to teammate Abdulrahman Ghareeb, who missed his effort.
After Ronaldo again came close to a second-straight treble when heading against the post, Sultan Al-Ghannam converted the rebound in the 79th minute to round out the scoring. By that point, Al Shabab were down to 10 men after Éver Banega was shown a red card.
Elsewhere on Tuesday, former Manchester City winger Riyad Mahrez helped Al Ahli make it four wins from four to start the season with a 39th-minute goal against Al Tai. Ex-Barcelona midfielder Franck Kessié made the result safe with a second-half goal.
There was also a 1-0 win for Al Taawoun at Al Okhdood as well as draws between Damac and Al Fateh and Al Khaleej and Al Hazem.
Al Ahli are level with Al Ittihad at the top of the table, with Al Nassr down in sixth after losing their opening two games.