Wales star Bale has battled injuries again this season, featuring only twice in the group stage, but he was fit for the double-header with Paris Saint-Germain as Zidane twice left him out of the starting line-up.
However, while the former Tottenham winger is consistently the subject of reports suggesting he could return to the Premier League, his coach is confident he is content with his role at Santiago Bernabeu.
"Everyone can have their own opinion, but I don't think he is sad. I think he is happy to be here, happy to be part of this club. He has proved that he is a very important player in this squad."
Lucas Vazquez - himself the subject of transfer speculation last year - was preferred to Bale for the last-16 second leg in Paris, and duly earned a Spain recall, to the delight of Zidane.
"First of all, I'm very happy about Lucas," Zidane said. "He deserves to be with Spain, he's a very professional player that is always ready to give 150 per cent of himself in everything he does.
"He's in a great shape and we take advantage of it. He's part of our team and I hope he will be for many more years. As his coach, I really appreciate Lucas."