Gosens, 26, admitted that it was a lifelong dream to own the 36-year-old Juventus star's shirt and didn't pass up the opportunity to ask after a match.
But the Germany international was in for a real shock when Ronaldo flatly turned down his request, saying that he "didn't even look at me."
Speaking in his Dreams are Worthwhile biography, Gosens recalled: "After the game against Juventus, I tried to fulfil my dream of having [a] Ronaldo jersey.
"After the final whistle I went to him, having not even gone public to celebrate [...] but Ronaldo did not accept. I asked: 'Cristiano, can I have your shirt?'
"He didn't even look at me, he just said: 'No!'"
According to Goal, Gosens candidly revealed that he walked away from the failed shirt swap feeling "small."
The German full-back insisted that the "embarrassing" moment was one that he hoped no-one else saw, admitting that is "what I felt and tried to hide it."
Gosens explained: "I was completely blushed and ashamed. I went away and felt small.
"You know that moment when something embarrassing happens and you look around to see if anyone noticed it? That's what I felt and tried to hide it."
The five-time Ballon d'Or winner rescued a point for the defending Italian champions in their 2-2 draw with Torino at the Olimpico di Torino on Saturday.
The Portugal captain is expected to return to action in Juventus' Serie A clash with Napoli at the Allianz Stadium on Wednesday.
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