Ronaldo became the first player to win the prestigious individual award for a fourth time last season when he beat Messi and Sergio Aguero to the trophy.
Messi has already lifted the trophy on three occasions as well, though, and could equal Ronaldo if he becomes Europe's top scorer this campaign.
But the Portugal star is not getting complacent and has conceded that there is still plenty of competition.
"The competition for the Golden Shoe also comes from other leagues," Ronaldo told De Telegraaf.
"There are some fantastic strikers around in England and Germany. There are Wayne Rooney and Aguero in the Premier League and obviously Robert Lewandowski in the Bundesliga.
"But don't forget Karim Benzema here at Real Madrid and Luis Suarez at Barcelona. Benzema is playing very well this season and Suarez has already won the trophy once while at Liverpool.
"I really love this award. It is the best award out there for me. Others can pick you as the best player, but an attacker's job is to make goals and I love that. I cannot deny that I love scoring goals."