Keeper De Gea, 33, is without a club after leaving Manchester United in the summer.
Ronaldo’s Saudi side Al-Nassr were keen to make him the latest big-name addition and retain hope of talking him round.
But sources close to De Gea insist wife Edurne is not keen on joining the Middle East exodus.
United could yet offer De Gea a short-term deal, while Valencia’s interest in the Spaniard may be scuppered by their financial issues.
There is also interest from Inter Miami and the prospect of playing in MLS does hold some appeal.
De Gea would then link up with Ronaldo’s old rival Lionel Messi, rather than the Portuguese.
Inter Miami also possess his former Spain team-mates – Jordi Alba and Sergio Busquets.
Man Utd could be without No1 goalkeeper Andre Onana in the New Year, with Cameroon having qualified.
The tournament is set to take place between January 13 and February 11.