Though as its not a virus but a Trojan, it's probably only a matter of time before a version or clone is produced that does the same thing on OSX so you should always be careful what you download and where from and take backups and keep some offline.
(Of course, you should do that anyway, if the Windows users who were affected by it kept backups, Cryptolocker wouldn't be a threat, it's no more a threat than a complete hard disk fail, or theft, indeed it's less of a threat than those since you can at least get your data back !)