Ismaeel Mohammad and Almoez Ali pulled Al Duhail back into contention before Ronaldo's 81st-minute volley restored their two-goal cushion, only for Michael Olunga to hit Al Duhail's third with five minutes remaining to ensure a tense finish.
The win moves Al-Nassr three points clear of Iran's Persepolis, who saw Alireza Beiranvand make a seventh-minute penalty save from Senin Sebai before winning 2-0 in Tehran against FC Istiklol of Tajikistan.
Saeid Sadeghi scored twice to earn the home side their second win in three games and go five points clear of Al Duhail and Istiklol, who have a solitary point each.
The win takes Al-Ain to nine points from three games, six points clear of Al-Fayha, Pakhtakor of Uzbekistan and Ahal.
Reporting by Michael Church, Editing by Clare FallonOur Standards: The Thomson Reuters Trust Principles.
Persons:
Cristiano Ronaldo, Nassr, Anderson, Sadio Mane, Ronaldo, Ismaeel Mohammad, Almoez Ali, Al Duhail, Michael Olunga, Al Duhail's, Alireza, Senin, Saeid Sadeghi, Alfred Schreuder's, Soufiane Rahimi, Nawaf Al Harthi, Kouaido, Kaku, Erik, Al Harthi, Rahimi, Pakhtakor, Azizbek Turgunboyev, Hojimat Erkinov, Michael Church, Clare Fallon
Organizations:
Asian Champions League, Saudi Pro League, Manchester United, Real Madrid, Senin Sebai, FC Istiklol, Saudi, United Arab, Al, Azizbek, Thomson
Locations:
Riyadh, Al Duhail, Qatar, Persepolis, Tehran, Tajikistan, Ain, Paraguayan, United Arab Emirates, Al, Pakhtakor, Uzbekistan, Turkmenistan, Tashkent