The 33-year-old headed home in the 61st minute and Massimo Allegri's side held on to claim a record eighth Super Cup title, one more than Milan who have won seven.
"I have my first title with Juventus so I'm happy," said Ronaldo after hoisting aloft the 28th trophy of his career. "I really wanted this. I really wanted to get off to a good start in 2019."
Milan's efforts to trawl in Juventus were hampered by the dismissal of Franck Kessie in the 74th minute for a bad tackle on Emre Can. His straight red was among seven cautions handed out during a niggly match at King Abdullah Sports City in Jeddah.
Ronaldo added: "This is only the start. We'll take it one step at a time. We've got this cup and now we must keep working hard to achieve the next trophy."
"It was very hot and the important thing was to win," said Allegri. "As for Ronaldo? That's why we signed him. He is decisive and scores big goals. But the whole team put in a good performance."