Bale scored one and provided an assist impressive 3-1 Champions League win at Borussia Dortmund on Tuesday, but had to be replaced by Lucas Vazquez with five minutes remaining after being seen feeling the back of his leg.
Tests have ruled out any significant damage, but the Wales international again missed training on Saturday.
Head coach Zidane did not completely rule out the prospect of Bale featuring at the Santiago Bernabeu, although he did not seem keen on taking a chance.
The injury will also concern Wales, who have two crucial World Cup qualifiers against Georgia and the Republic of Ireland after Madrid face Espanyol.
"We will see [how he is] on Sunday," said Zidane. "It is a strain, so nothing too significant. But, as always, when a player has even a small problem then we don't want to risk it.
"You will see on Sunday if he plays. He may be [on the squad list] and is not discounted yet.
"As for him playing for his national team [next week], I don't think there will be any issue between Real Madrid and Wales.
"It will depend on his injury niggles and his state of fitness, nothing else. We will take it day-to-day from Sunday.
"I'm not worried about the BBC, we will see them all soon."
Zidane wants to build momentum at the Bernabeu – where Madrid have failed to win in three LaLiga games – after beating Alaves and Dortmund in consecutive away matches.
"We want to keep doing what we've been doing and to win well," he said.
"If you play well and start the match well then you'll have a good chance of winning.
"We can change all of [the talk about poor home form]. Now we have a game to change this. We don't live in the past and what has happened has happened.
"The fans have been there for life and we wouldn't want to change it. We love our fan base and all of the players and the squad want to play at this stadium.
"We cannot have the mind-set that we don't want to play [at home]. If we could play every match here then that would be much better."