Ronaldo became the first player in history to win the prestigious individual trophy for a fourth time by netting 48 goals for Real Madrid in La Liga last season, finishing ahead of Messi and Aguero.
He previously won the award while at Manchester United in 2007-08 and at Madrid in 2010-11 and 2013-14.
The 30-year-old received the prize during a ceremony at the Westin Palace Hotel in Madrid on Tuesday and he is determined to win even more silverware in the future.
"This is another great moment in my career. Receiving the fourth Golden Shoe is a great honour and a privilege," Ronaldo said after receiving the award from club president Florentino Perez.
"But without my team-mates, I would not be able to win individual awards.
"I always want to win more. I want five, six or seven Golden Shoes if possible.
"Real Madrid are the biggest club in the world and we always have to win titles.
"I want the Champions League, La Liga and the Copa del Rey."
Ronaldo faces stiff competition from the likes of Robert Lewandowski, Pierre-Emerick Aubameyang, Aguero and Messi in the race for the 2015-16 Golden Shoe.
He has netted five goals in La Liga so far this term and is trailing leader Lewandowski by seven at this stage.