Cristiano Ronaldo Rich Shames Conor McGregor ... You Don't Have a Jet?

Ever wonder what rich guys talk about in private? Money. Jets. Jennifer Lopez.

At least, that's how it went down between Conor McGregor and Cristiano Ronaldo ... with the soccer superstar scoffing at Conor when he joked about overtaking him on the Forbes list.

Ronaldo was named the #1 highest paid athlete in 2016 by Forbes (estimated $88 mil) ... while Conor clocked in at #85 (estimated $22 mil).

The two talked about the subject when they came face-to-face at Conor's gym in Vegas over the weekend -- with Conor admitting his jealously over the fact CR7 has a private jet.

"I want to get a jet."