Wales will have to do without the world's most expensive player due to a thigh concern, and the head coach feels pressure to perform has seen the forward play when not fully fit
The 24-year-old has played just three times for the Liga giants since completing a world-record £86 million move from Tottenham in August as he struggles with fitness concerns.
Coleman said: "I'm not surprised because we said all along it’s been tough for Bale because he has done no pre-season and then he's thrown into the deep end.
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"I can understand the thinking that the Premier League is the fastest, most dynamic. It is, so maybe Carlo was thinking Gareth could handle it. He’s a super athlete. But I did say in our last camp that he was nowhere near fit."
Coleman understands Bale's desire to play so soon after his big-money move, but has warned the player not to over-exert himself in the search for headlines.
He continued: "You have to put things in perspective. What has happened to him with the move, he must feel under pressure.
"He is probably trying too hard to do things that come naturally to him. Physically he is not there, he is not ready and he might not be for some time.
"If you don’t do a pre-season, no matter how good you are, you always play catch up for the season. This season might be a tough one for him, as good as he is.
"He has had the weight and stress of “will the move happen, won’t it?”. I think he has gone into it when he is not at his best, physically or mentally. It has had an effect.
"I hope I am wrong but I don’t think it will be the last one [injury] he gets this season because of the stress of everything. Physically he is not there yet. You can’t miss a pre-season."