Red Devils boss Jose Mourinho had hinted in the build-up to the match that he would be interested in signing Bale if he was surplurs to requirements for Madrid this season.
Reports have linked the Blancos with Kylian Mbappe, and Mourinho suggested that Bale's potential absence in Skopje would be sign that he may be allowed to leave this summer.
But Zinedine Zidane has selected the Wales international as part of a front three also consisting of Karim Benzema and Isco, with Cristiano Ronaldo among the substitutes.
Ronaldo only returned to training late last week after reaching the Confederations Cup semi-finals with Portugal, and could make his first appearance of pre-season against Europa League winners United.
Mourinho, meanwhile, has selected all three of his summer signings for the showpiece in Macedonia.
Victor Lindelof, Nemanja Matic and Romelu Lukaku all start while Jesse Lingard is prefered to Marcus Rashford and Anthony Martial on the left-hand side.
Real Madrid: Navas; Carvajal, Ramos, Varane, Marcelo; Modric, Casemiro, Kroos; Bale, Benzema, Isco.
Substitutes: Casilla, Nacho, Ronaldo, Hernandez, Vazquez, Asensio, Kovacic.
Manchester United: De Gea; Valencia, Lindelof, Smalling, Darmian; Matic, Herrera; Mkhitaryan, Pogba, Lingard; Lukaku.
Substitutes: Romero, Blind, Carrick, Fellaini, Mata, Martial, Rashford.