Cristiano Ronaldo first scored five goals in one match against Granada, helping Real Madrid win 9–1 on 5 April 2015.
The match at the Santiago Bernabéu was one of the most spectacular scoring performances of Ronaldo’s Real Madrid career. He scored a first-half hat-trick in only eight minutes, then added two more goals after the interval. His five-goal haul was the first time he had reached that total in a competitive professional match.
The result also carried personal milestones. Ronaldo’s fifth goal was his 300th for Real Madrid, making the performance more than just a rout of Granada. It underlined his extraordinary scoring rate during the 2014–15 season and intensified the title race with Barcelona.
Fans sometimes remember his later five-goal games and answer Espanyol, but that came afterward. Ronaldo scored five against Espanyol in September 2015, making it his second such match. Granada was the first, which is why it is the canonical answer to this question.