While Gonzalo Higuain started Madrid's 6-1 thrashing of Racing Santander, Ronaldo went on to score four for the first time in his career inside a 40-minute span to take his season-leading tally to 10 and keep Madrid top of the standings with 20 points.
"I like to win like this," Madrid coach Jose Mourinho said. "The more goals, the better."
Barcelona was next with 19 points after Messi scored either side of halftime in a 2-0 win at last-place Zaragoza, which has become one of the Argentina forward's favorite venues.
Messi followed up last season's hat trick at La Romareda Stadium with another dominant display. It started in the 42nd minute when David Villa drew four defenders with a run before slipping to Messi, who was alone on goalkeeper Antonio Doblas to score with a left-footed shot.
Zaragoza was reduced to 10 men from the 47th after Leonardo Ponzio received a red card. Messi took advantage by shooting a loose ball past Doblas in the 66th.
"That's Leo - today and always," coach Pep Guardiola said. "He's a goalscorer."
While Messi led a lackluster Barcelona to victory, Madrid picked right up from a convincing midweek win over AC Milan.
Higuain timed his run perfectly to reach Angel Di Maria's long ball alone on goal, controlling before slotting a low shot under keeper Antonio Rodriguez 10 minutes in.
Ronaldo skirted between two defenders to guide home Higuain's centering pass in the 15th, and the Portugal forward made it 3-0 in the 27th after Mesut Oezil found him streaking across the front of goal to redirect home.
The festive atmosphere at Santiago Bernabeu Stadium continued in the 47th as Ronaldo controlled Di Maria's centering pass at the edge of the box to curl around Rodriguez into goal.
Ronaldo scored his fourth with a penalty kick in the 55th.
"The last time I scored four goals in a game was when I played in juvenile league," Ronaldo told Canal Plus TV. Aww get it Cristiano
Ozil added the last from another breakout eight minutes later as Racing's defensive shortcomings were further exposed when the Germany playmaker capped a smart run with a curling shot into goal.
"People can feel euphoric but we have to remain calm," Mourinho said after his team gave four of the 33 Chilean miners who were trapped underground a show as they attended the game as special guests of the club.At Zaragoza, Barcelona struggled without playmaker Xavi Hernandez with Messi carrying the offense with several chances before Villa sprung him loose for the opening goal.
Braulio Rodriguez weakly shot at Victor Valdes after being played clear on goal by Angel Lafita in the 19th for Zaragoza's best chance.
Zaragoza, which appears set for another season-long relegation fight, was handicapped when Ponzio lashed out at Daniel Alves. Zaragoza never recovered from his exit and Doblas couldn't do much to stop the second as Messi pounced on the rebound from a Seydou Keita strike.
While Messi excelled, Villa continued to be frustrated over his inability to find the net despite plenty of chances. The Spain striker hit an angled shot off the near post in the 87th in his worst start to a season in seven years.
"We came here to win a game and not for Villa to score goals," Guardiola said.
Last-place Zaragoza remained winless through eight games, placing further pressure on under-fire coach Jose Aurelio Gay.
Also, Chori Castro scored twice as Mallorca hung on to beat Valencia 2-1.
Castro fired the visitors ahead with a seventh-minute penalty at Mestalla Stadium after Pierre Webo was adjudged to have been fouled inside the area.
Valencia keeper Miguel Angel Moya made a fine stop to Ratinho's low shot but the rebound fell to Castro to head home in the 29th for 2-0.
Roberto Soldado halved the advantage in the 36th with a coolly taken penalty but the hosts couldn't pull off the win for former president Arturo Tizon, who passed away this week and was honored with a minute's silence before the start.
Valencia's second straight loss left it on 16 points alongside Villarreal.
In Sunday's games, it's: Getafe vs. Sporting Gijon; Almeria vs. Hercules; Osasuna vs. Malaga; Espanyol vs. Levante; Sevilla vs. Athletic Bilbao; and Villarreal vs. Atletico Madrid.
Deportivo La Coruna looks for its first win of the season on Monday at Real Sociedad.