Juve – third and 10 points off the pace in Serie A this season – have not progressed beyond the quarter-finals of the Champions League since Ronaldo's blockbuster arrival in 2018.
Morata was asked about Juve team-mate Ronaldo and the five-time Ballon d'Or winner's future in Turin.
"I don't think that's the case," Morata told El Larguero while on international duty with Spain.
"It would have been the same had he joined another club.
"He's used to winning Champions League finals. It's not a Juventus thing. He's happy in the team.
"Will he return to Real Madrid? We talk about everything except football, really."
Ronaldo surpassed Pele's record after scoring 770 career goals courtesy of his hat-trick against Cagliari on March 14.
The 36-year-old tops the Serie A's goalscoring charts with 23, ahead of Inter star Romelu Lukaku (19).