Carlo Ancelotti's team haven't lost a league game since suffering defeat at Camp Nou in October, and after Real eased past Schalke 04 in the Champions League, Bale has admitted that the league leaders are playing with plenty of confidence.
The 24-year-old told the club's official website: "We're playing well, with a lot of confidence and we're on a good run. Now we have to prepare really well for the next match against Barcelona.
"Barcelona are a direct rival and we are going to try to put in a good performance and take the three points.
"They have some very good players, but we are focused on our game and on our team because we also have very good players."
Madrid are four points clear of third-placed Barcelona in the La Liga standings.