"First training is hard. The work is done," Ronaldo posted on his official Twitter account.
The 33-year-old left Real Madrid after nine years to play for Juventus on a four-year deal, with his transfer fee said to be worth over $100 million.
As a Real player, Ronaldo netted 311 goals in 292 appearances, becoming the club's all-time leading goalscorer and winning the Champions League four times.
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The striker scored four goals at this year's FIFA World Cup, including a hat-trick in Portugal's opening 3-3 draw with Spain in their opening match. Portugal exited the tournament after losing 2-1 to Uruguay in the round of 16.