The match ended 0-0 in regulation time and had to be decided on penalties.
Paulo Dybala and Danilo missed for the Serie A champions, as Napoli ran out 4-2 winners.
For Ronaldo, it is the first time he has suffered consecutive defeats in finals during his club career.
“He’s in the same shape as the others, like Paulo Dybala and Douglas Costa, he is lacking the sharpness to do what works best for him,’ Sarri told RAI about Ronaldo.
“I didn’t say much to the players after the game. I was angry and disappointed just like them, so at these moments it’s best to stay silent.”