“It is with deep sadness we have to announce that our baby boy passed away,” Ronaldo and Rodriguez said in a joint statement on social media.
“It is the greatest pain that any parent can feel.
“Only the birth of our baby girl gives us the strength to live this moment with some hope and happiness,” they said.
Asking for privacy during this difficult time, the couple thanked the doctors and nurses for their expert care and support.
The 37-year-old Ronaldo, five-times world player of the year, rejoined Manchester United last year after winning multiple trophies with Real Madrid and Juventus.