The 24-year-old, who surpassed the Portugal international as the world's most-expensive player following his £86 million move from Tottenham, is poised to make his debut for his new club against Villarreal on Saturday evening.
|SLIDESHOW: BALE'S FIRST DAY
|Gareth Bale reports for his first day of Real Madrid training at Valdebebas|
The Wales international then took part in light ball work with Iker Casillas, Luka Modric. Karim Benzema, Daniel Carvajal, Alvaro Morata, Nacho and Jese.
Ronaldo, along with summer signing Isco, trained apart from Bale, while Raphael Varane was alone with a fitness coach as he makes his comeback from a knee injury.
Bale came on as a second-half substitute in Wales' World Cup qualifier against Serbia on Tuesday evening, and following his side's 3-0 defeat, manager Chris Coleman believes the winger may be subjected to a restricted amount of playing time in his early stages at Madrid.
"If he starts Saturday, he will not finish the game. I would be amazed if he does," Coleman told reporters.
"We have looked at him in these 10 days and he is nowhere near ready for 90 minutes even if Spanish football is slower.
"He may start, but he won't finish the game. He may get 45 minutes, I don't know, but he will feel better in himself after 30 minutes here.
"But he has only had four training sessions in two months which is dangerous."