Bale was forced to sit in the stands as his country missed out on a place at the 2018 World Cup this week, with the Republic of Ireland pipping them to a play-off spot with a 1-0 win in Cardiff.
The 28-year-old will remain on the sidelines for Saturday's La Liga trip to Getafe but Zidane rejected the notion that reported interest from Manchester United should have persuaded the reigning Spanish and European champions to cash in at a time when France sensation Kylian Mbappe was on the market.
Asked before his 100th game at the helm whether Madrid had missed a chance to cash in on Bale, Zidane said: "Not at all. You have to live the present, I do not think about any of that.
"He's the first person that is bothered about this situation. He doesn't want to be out of the side either. But things happen and we have to accept them."
Zidane is unsure precisely when the winger will return, given his situation is complicated by carrying two separate injuries at present.
"He's had two things – an injury in Dortmund [Bale was substituted late on in Madrid's 3-1 Champions League victory] and then he's also felt something in his hamstring," he explained.
"I can't tell you when, I can't tell you how but he is getting better.
"We're going to see day by day, to see how he is. He won't come back in a week or in 10 days but we will look and him every day and see how he progresses.
"He wants to come back as soon as possible and we will see."
Pressed further on the circumstances around Bale's latest setback, Zidane insisted it stemmed from the player's desire to return and refused to blame Madrid's medical staff.
"He wanted to try and test his injury and something went. He's had two different separate things. That's what happened. Two separate injuries," he added.
"When he tried to do something two days after the Dortmund game he noticed a problem.
"Now we have to be patient. He was fine in Dortmund. He had come back stronger and now he has another injury. We cannot control that.
"I'm not a physio, I'm not a doctor. I don't think I have to go into more explanations.
"I'm confident in the people that work here for me."