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Zinedine Zidane’s side had the chance to close the gap on Barcelona to six points.
Their Catalan rivals succumbed to a 2-2 draw with Celta Vigo earlier in the day.
But the Bernabeu outfit failed to capitalise and instead drew a blank in a 0-0 stalemate, that also saw captain Sergio Ramos sent off late on.
Karim Benzema flopped again in a season where he has scored just two La Liga goals all season.
Ronaldo, who is also stuck on two league goals, was unable to inspire Real to a win.
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Karim Benzema
And after the match, according to Spanish outlet Don Balon, he vented his frustration towards the club.
He blew his top over the decision to let striker Morata leave Spain for Chelsea.
The Spanish forward scored 20 goals in all competitions last season for Real and has hit the ground running at the Blues.
The 25-year-old has already bagged 10 goals in 20 games as Diego Costa’s replacement after a fallout with boss Antonio Conte.
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This was not the first time that Ronaldo has kicked off about the transfer, reports Don Balon.
The Portuguese star blames Zidane for ousting Morata out of the club, whilst the French boss last night urged his stars to start hitting the net more often.
"Real Madrid are eight points behind Barcelona because we don't score enough," Zidane said.
"Compared to last year, results are changing.
"I see the game today and I can't say that we play differently to last year.
"Last year there were games we won in the last minute and this year we can't do that.
"I'm not concerned but I'm disappointed for the players.
"My job is to make sure we are positive and playing so that the goals will come."