Bale, 24, joined the Spanish club on Sept. 1 in a world record transfer after months of speculation.
Zidane, who is now Carlo Ancelotti's assistant coach at Real, joined the nine-time European champions in 2001 for a then record fee. He felt at the time that fee was over the top and cannot comprehend the money involved in Bale's move.
"Ten years ago I was bought for 75 million euros (£48 million) and I said I was not worth this," Zidane told French TV channel Canal Plus.
"Now I would think that a player is not worth this. It's football, unfortunately it's incomprehensible with what is happening to pay so much."