Bale continues to be linked with a move away from Madrid as Premier League giants Manchester United reportedly circle.
The 28-year-old's future has been placed in doubt amid Madrid's pursuit of Monaco star Kylian Mbappe but Bale does not want to leave the Spanish and UEFA Champions League titleholders.
"I have not thought of leaving Madrid," Bale told Marca.
Bale, who was hampered by injuries in 2016-2017, said "I know it is difficult to recover the position, but I am in Real Madrid for that."
The Wales international scored nine goals in 27 appearances in all competitions last season.