Ronaldo extended his lead as the all-time top scorer in Madrid derby matches by taking his tally to 21 and put Real firmly on course to defend their title in the final in Cardiff on June 3.
The Portuguese rewarded a bright Real start by heading home Casemiro's deflected cross after just 10 minutes.
Ronaldo then smashed home from just inside the area and turned home Lucas Vazquez's cross in the final 20 minutes as Real continued their domination of Atletico having eliminated them in the Champions League for the past three seasons.
"The team was tremendous. I scored the goals but the team was phenomenal from start to finish," said Ronaldo.
The sides meet again for the second leg on May 10.
"We have a good advantage but the tie isn't over yet," added Ronaldo.
