The former Germany boss believes the Welshman should not be considered a world-class player, but he did praise Arsene Wenger for signing Mesut Ozil.
The Wales international joined the Liga giants for 100 million euros shortly before the close of the summer transfer window, and is set to make his eagerly anticipated debut against Villarreal this weekend.
Vogts, however, is not convinced the 24-year-old will become a hit at Santiago Bernabeu.
"Bale is not an absolute world class player," he told Sky Sports News. "I know him and I’m very surprised about this transfer fee. Now he has to prove himself. I do not think he will make it at Real Madrid."
The current Azerbaijan boss was quick to praise Arsene Wenger, though, following Arsenal's 50 million euro deadline-day move for Mesut Ozil.
He added: "Congratulations to Arsene Wenger. Mesut Ozil is the type of player that Arsenal have been waiting for."