"I also apologise to my teammates, who are always by my side, in good and bad times".
Substitute Khouma Babacar pulled one back for Sassuolo in the final minute.
"It's the competition I love the most", Ronaldo said.
Sassuolo are now third with seven points.
Juve midfielder Douglas Costa was sent off in stoppage time after spitting at Federico Di Francesco having become involved in a running feud with the Sassuolo midfielder.
Browns are moving on from Josh Gordon
Gordon missed the majority of training camp, taking time to make a concerted effort to improve his mental and physical health. Gordon's injury came as a surprise after he practiced all week and was not listed on the team's injury report.
The five-time Ballon d'Or victor broke his duck just days after Juventus manager Max Allegri backed him to find form against Sassuolo.
Allegri said he knew it would be Ronaldo's day before their trip to Spain to play Valencia in the Champions League next Wednesday.
The Turin giants won the European title in 1985 and 1996, but finished runners-up twice in 2015 and 2017, under current coach Allegri.
"We have a very hard group but hopefully we will have a lot of luck", he concluded. Earlier, AS Roma squandered a two-goal lead when they were held 2-2 at home by lowly Chievo.
"Sassuolo fought hard and as they became exhausted later on, we took full control of the game".
"In games like this you have to score four goals. We mustn't lose our heads, even if these results destabilise us".