The Manchester United winger has been at the centre of more controversy this week, having been booked for diving during the Carling Cup final before getting on the wrong end of a rough-house tackle from Newcastle Steven Taylor at St James' Park on Wednesday.
That incident led Arsene Wenger to claim there is an arrogance about Ronaldo that provokes opponents.
Ferguson insists he will not tell the Portuguese star to change his style admitting he is impressed by his courage.
"There have been many different great players over the years but they always had a touch of that nice arrogance," said Ferguson.
Courage"They have the courage to always want the ball. It courses through them all, and there is nothing wrong with it.
"I don't see why I should tell him to stop. That is the way he plays, and I enjoy watching it. I paid £10million for that."
Ronaldo has reacted to some special treatment he has received from opposition players this season, but Ferguson believes any incident involving the current World Player of the Year is blown out of proportion.
"It is understandable if you keep getting kicked and nothing happens," added Ferguson.
"Sometimes you can lose your temper. But I think that the moments that Cristiano has shown little flashes have been nothing. They get made big things because of who he is."