Zinedine Zidane told Bale he was free to leave during the transfer window, however, the Wales star remained in Madrid to force his way into the team.
Bale has scored two goals and supplied two assists in La Liga this term, though there has been reports claiming the 30-year-old wants to depart the Spanish capital at season's end.
Speaking ahead of Thursday's qualifier against Slovakia, Bale said that though he is playing with plenty of emotions, he's got a clear mind.
"You play with a lot of emotion. Anger comes into it of course, but I haven't got anything to clear my mind about," Bale said.
"I try and give my best whether here [with Wales] or in Madrid and I will continue to do that."
Wales manager Ryan Giggs believes Bale's situation in Madrid is in a much better state than it was and admits he's still surprised Real were willing to let him leave in the first place.
"I think now, looking from the outside, things have improved," Giggs said.
"The way that he's playing - which is all that footballers want to do, they want to play, they want to get minutes, they want to do well - I've always said he's at a fantastic club.
"Of course, it would have unsettled him because it was apparently very close for him going. But things might have changed. Things do change quite quickly in football and now he's playing, he's loved, he's happy, and I expect him to carry on doing what he's doing for Real Madrid.
"If Gareth Bale is at your club and he's training well and he gets the chance to play, he's always going to keep you interested because he can turn a game on its head, he can score goals and he's such an asset.
"So I'm not surprised in that respect. I was surprised with what happened in the summer - I think everyone from the outside thought it was a bit strange, but it seems like everything has gone a bit quiet now.
"I think that's all you ask for - for players to be in good form for their clubs and then take it into the international arena."
Wales head to Trnava fourth in Group E in Euro 2020 qualifying, four points adrift of leaders Croatia and three behind second-placed Slovakia.