The Madrid forward has returned to Wales' squad for their World Cup qualifying matches against Austria and Moldova, meaning he is in line for his first international appearance since March after missing their last match against Serbia through suspension.
Bale scored in his club's win over Deportivo La Coruna to open their LaLiga title defence last weekend and has already helped them to UEFA Super Cup and Supercopa de Espana silverware this term.
That came after he suffered an injury-interrupted 2016-17 season in Madrid and received public interest from Manchester United boss Jose Mourinho before the Super Cup clash between the two teams.
Coleman, though, believes Bale should remain in Spain and thinks that is also the best solution for Wales, who have always worked well with Madrid in managing the 28-year-old's fitness.
"I think from our point of view my opinion is that La Liga, the tempo and physicality is completely different to the Premier League," said Coleman.
"Technically some of the teams there are absolutely tip top.
"Being selfish, he's better off at Real Madrid. You work all your life to get the top, you don't want to give that up.
"Where do you go from Real Madrid that's better? There's one or two clubs up there but none better.
"He was disappointed to miss the Serbia game but there was nothing we could do about that and of course he's won the Champions League again this year.
"I don't envisage there'll be a problem [for Wales] with Real Madrid, there never has been, they've always been brilliant with us."