Tottenham and Real have yet to come to an agreement over the transfer of Bale despite weeks of speculation that the 24-year-old is set to move to the nine-time European champions.
Bale has made it clear he wants to leave Spurs for the Spanish capital, but chairman Daniel Levy is said to be demanding a fee in excess of the £80million that Real paid Manchester United for Cristiano Ronaldo four years ago.
Several Spanish camera crews and photographers turned up to watch Bale train with Wales in Newport on Monday and they later accosted the forward in the car park of the team hotel.
Disappointingly, for all those interested in the transfer saga, Bale refused to divulge his feelings about Madrid's interest. "I'm really sorry, now's not the time to talk," he said.
Bale has not played for Tottenham for almost a month because of injuries to a gluteal muscle and now his foot.
The former Southampton winger undertook a short training session away from the rest of the Wales squad on Monday.
He will not take part in Wales' game against Republic of Ireland, but will remain with the squad to continue his rehabilitation and he is expected to be a spectator at the game in Cardiff.
During Bale's absence, Tottenham have been active in the transfer market, spending £50million on Roberto Soldado, Nacer Chadli and Paulinho.
The London club hope to announce the signing of versatile Toulouse midfielder Etienne Capoue once he returns from international duty with France.