Ronaldo flew to Turin to continue his quarantine there, the club said in a statement.
"Cristiano Ronaldo returned to Italy with a medical flight authorised by the competent health authorities at the request of the player and will continue his fiduciary isolation at his home," the statement said.
When asked why he was allowed to travel with a positive COVID test, a source told ESPN that Ronaldo is allowed to go considering the European rules on this matter.
Portuguese and Italian media said the Juventus forward flew on an "ambulance plane'' from Lisbon to Turin to finish his isolation period.
The Portuguese daily Record showed images of the plane it said was used by Ronaldo and the striker later posted a photo on his Instagram page of him watching Portugal's 3-0 Nations League victory over Sweden.
Ronaldo had been separated from the rest of the Portugal group after testing positive for COVID-19 on Monday.
He was said to be asymptomatic and in good health condition. The 35-year-old Ronaldo tested positive two days before the match against Sweden in Lisbon.
He was dropped from the squad after another test on Tuesday confirmed the positive result. He had played in the Nations League match against France on Sunday, and against Spain in a friendly last week.
No one else in the Portuguese squad had tested positive ahead of Wednesday's match against Sweden.
The Portuguese federation showed images of the players walking while wearing masks on Wednesday.
Images published by Portuguese media on Tuesday showed him on a balcony overlooking his teammates practicing at the training center. In one of the photos, he was shown giving the thumbs-up sign.
Before the Monday test result was known, Ronaldo posted a photo on Twitter and Instagram showing him and the rest of the Portugal squad having a meal together.
The players were all close to each other at a table, with a smiling Ronaldo apparently taking the photo at the front end. Ronaldo was likely to miss Juventus' Serie A match at Crotone on Saturday and the team's Champions League opener at Dynamo Kyiv on Tuesday.
And depending on his condition and the results of future tests, he could also miss the much-anticipated match against Barcelona on Oct. 28.
Juventus had been in isolation following positive tests for two staff members, but Ronaldo and six other players were allowed to leave and join their national teams.
Other players who have tested positive for COVID-19 recently include Neymar, Kylian Mbappe, Paul Pogba, Paulo Dybala, Angel Di Maria, Zlatan Ibrahimovic and Diego Costa. The Portuguese government on Wednesday announced new restrictions to help contain a surge in coronavirus cases.