After initially struggling for form and fitness following his world-record £86 million move from Tottenham last summer, Bale played a pitoval role in the capital club's triumphs under Carlo Ancelotti last season.
The Wales international scored a brilliant solo goal to clinch the Copa final against Barcelona before heading his side's second in the 4-1 win over Atletico Madrid in Lisbon which brought and end to Madrid's long-awaited 10th European crown.
And Bale has now fired a warning to his side's rivals that he wants to become stronger in his second season in Spain as he looks to help Madrid become the first team to successfully defend the modern Champions League.
"I'm very happy at Real Madrid and next year I'm sure I'll be better," he said during a visit to Indonesia.
"Next year I want to retain the Champions League to become the first team to do so consecutively."
Bale notched an impressive 22 goals and 16 assists in 44 games in all competitions for Madrid last season.