Patrick Cutrone hit the crossbar for Milan, who had Ivorian midfielder Franck Kessie sent off. He scored after the Milan defense was caught napping on the 61st minute, nodding on a punt from Miralem Pjanic.
They are also Champions League contenders and are set to face Atletico Madrid in the second round, as they bid to end their 23-year wait for the European Cup.
"I am happy, it was my intention to start 2019 with a trophy, I have my first title with Juve and I am very happy!".
"We have to take it step by step", Ronaldo said. They have secured the cup now but they have to keep performing in order to win the next trophies, too.
The Argentina global is now on loan at AC Milan, having been been deemed surplus to requirements by La Vecchia Signora after they signed five-time Ballon d'Or victor Cristiano Ronaldo from Real Madrid.
The win took the Turin side to a record eight Supercoppa titles, one more than Tuesday's opponents Milan.
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The match had been overshadowed by all controversies as there had been calls to relocate regarding the issues of human rights in Saudi Arabia.
Italian football league president Gaetano Micciche hailed the match as a success, with reports there were up to 15 000 women among the 62 000 crowd in the stadium.
Coach Gennaro Gattuso said the Argentine was suffering from a fever and missed the team photo because they were afraid he would infect other players.
"It might seem like a joke, but honestly, it's true!"
Milan nearly took the lead immediately after halftime but Patrick Cutrone's effort came off the crossbar.
Gattuso says Ronaldo has developed into a "killing machine" in recent years after he felt the forward first focused on "doing a lot of show".