The former Tottenham star has found that Primera Division teams are far more tactically astute than Premier League sides
The Wales international joined los Blancos from Tottenham last summer for a world-record €100 million (£86m) and, after initially struggling with injuries, is now proving himself in Spain.
Indeed, Bale is pleased with his progress and the way in which he has adopted to a league in which every team tries to play passing football.
"I have had a very good six months in Madrid," the winger told reporters on Thursday.
"What has surprised me most in La Liga are the tactics. Everybody here can play the ball, pass and move ... there are no long balls like in England.
"I'm really enjoying this great league."
Madrid are currently three points clear of city rivals of Atletico at the top of the Primera Division.
Given that they will face Barcelona in next month's Copa del Rey and are all but through to the Champions League quarter-finals after a 6-1 first-leg win at Schalke, Bale is optimistic about los Blancos' hopes of not only winning a tenth European Cup but also pulling off a historic treble.
"We can still win it all," he declared. "We're in a good position but we have to go game by game because there are a lot of matches left, including some very hard ones.
"There are some very good teams in the Champions League. All of the remaining sides are potential winners. The tournament's wide open, as everyone is so strong.
"Hopefully, though, with a bit of luck, we can win la Decima."
Of course, much will hinge on the form of Madrid's star man, Cristiano Ronaldo, whom Bale freely admits that he is relishing playing alongside.
"He is the best," the 24-year-old stated. "He's playing very well at the moment and it really helps me to be able to play with him in attack.
"I hope that we can improve together and win a title."