The Blancos winger insists that he thrives on playing for "the biggest club in the world" and is determined to win la Decima
Madrid are still in the hunt for a treble after reaching the Copa del Rey final, being in contention for La Liga and have a last-16 encounter in the Champions League against Schalke, which if they went all the way would be their 10th European crown.
The 24-year-old, who has scored nine goals in 16 Liga appearances, admits that playing for a huge club comes with responsibility but maintains it is an expectation he truly enjoys.
“There's a lot of expectation here. We're the biggest club in the world,” Bale told Uefa.com.
“We want to win every game and everybody expects us to. There is expectation but one that we all like, we're all winners and we want to win every trophy that we're playing in.
“We've been very good but we can still get better, and that's the plan. We'll take one game at a time and hopefully win the Champions League.“
The Wales international acknowledged the illustrious history of the club and reflects on his own childhood for motivation, citing the 2002 Champions League final - coincidentally Madrid's last triumph - as a constant reminder of Real Madrid's standing amongst Europe's elite.
“One of my first real memories was watching Real Madrid in the final at Hampden Park, when Zinedine Zidane scored that unbelievable volley," Bale continued.
“He was probably the worlds greatest player at the time.“
Bale now works with Zidane, who is assistant coach to Carlo Ancelotti at the Bernabeu.