On 21 May, he scored two goals in the last league match of the season against Almería, taking his Pichichi total to 41, and La Liga total to 40, becoming the only player to score 40 goals in a La Liga season. By doing this, he won the European Golden Shoe award once again, becoming the first player to win the trophy in two different leagues. The sports newspaper Marca, which awards the Pichichi Trophy, included the goal scored on 18 September 2010 against Real Sociedad in Ronaldo's goal count, which had been officially attributed to Pepe. Should this goal be granted to Ronaldo, his goal count in the Pichichi Trophy would tally 41 goals. Ronaldo also broke Zarra's record of most goals per minute, with a goal scored every 70.7 minutes. However, regardless of this goal polemic, Ronaldo's record-breaking figures became a source of major attention from public media, such as being included in the Sports Illustrated World XI, rating him as one of the world's best footballers.
Ronaldo ended his second season at Real Madrid by winning his first club honour with the club, the 2011 Copa del Rey, notching a total of 53 goals (not granting him the controversial goal from Pepe) in all competitions, having scored 25 goals with his right foot (excluding free-kicks and penalty-kicks) and 9 with his left foot.
Real Madrid's pre-season began with a 4-1 victory over MLS team Los Angeles Galaxy, with goals from Callejón, Joselu, Ronaldo, and Benzema. Four days later Ronaldo scored a second half hat-trick in a 3-0 win against Guadalajara. Ronaldo's preseason performance was highly praised as world media kept hailing Ronaldo's extreme competitiveness and motivation, even during friendly matches. On 17 August 2011, Ronaldo scored his 100th goal with Real Madrid with a first-half equaliser against Barcelona in the second leg of the 2011 Spanish Supercup in the Camp Nou. On 27 August 2011, he opened the 2011-12 La Liga season with a hat-trick in a 6-0 win at Real Zaragoza.
In the first weeks of September, Ronaldo's physical performance was subject to scrutiny by world media, after Castrol released a television film named Ronaldo: Tested to the Limit where he was put to test in several fields, including mental and physical. Conclusions from the movie and doctors in the weeks following claimed that Ronaldo was one of the best athletes in the world, excelling in football and outstanding in almost every other category. On 24 September, Ronaldo scored a hat-trick (including two penalties) in Real Madrid's 6-2 win over Rayo Vallecano at the Santiago Bernabéu. This was his ninth La Liga hat-trick and tenth hat-trick for Real Madrid.
On 27 September, Ronaldo scored Real's opening goal in a 3-0 victory over Ajax at the Santiago Bernabéu in the UEFA Champions League. On 22 October, after not scoring in his previous three games, Ronaldo scored his tenth La Liga hat-trick and eleventh in total for Real Madrid in a match away to Málaga, which Real Madrid won 4-0. His twelfth Real Madrid hat-trick followed on 6 November, in a 7-1 victory over Osasuna that ensured Madrid stayed top of the table heading into the international break.
On 19 November 2011, Ronaldo scored Real's second goal in a 2-3 defeat of Valencia. On 26 November 2011, Ronaldo scored two penalties in a 4-1 defeat of Atlético Madrid in the El Derbi madrileño. On 3 December 2011, Ronaldo scored Madrid's second goal in a 0-3 defeat of Sporting de Gijón in La Liga. He was one of the three finalists for the 2011 FIFA Ballon d'Or. On 13 December 2011, Ronaldo scored the second goal against SD Ponferradina in the first leg of the Copa del Rey Round 4, the match ended in a 0-2 win. On 17 December 2011, Ronaldo scored his twelfth La Liga hat-trick and thirteenth overall in a 6-2 win away to Sevilla.