The Welshman made his home debut in the 1-0 defeat to Atletico Madrid on Saturday but he is desperate to discover his best form for the Santiago Bernabeu faithful.
The Welshman came on as a second-half substitute in his side's 1-0 defeat to Atletico Madrid, and while he acknowledges the "fantastic" reception he received, Bale is desperate to help his side get back to winning ways quickly.
"Playing at the Bernabeu was a fantastic experience, but the important thing would have been winning," he was quoted as saying by the club's official website. "It was a difficult match because they were well organized defensively and after the goal it was tough because of how they play. In the second half we kept trying, without success.
"I went on in the second half and I felt good but I have to improve. It was a fantastic experience and I have to play better every day to pay back that affection. We try to win every match and now we don’t feel good, but we have to think about the next match that we have on Wednesday [against Copenhagen]. Personally, I will be looking to play well and keep improving. I will prepare in the right way and try to help the team get the three points."