The 24-year-old missed his country's 2-1 defeat to Macedonia on Friday, having only played once in a friendly in recent months amid his ongoing transfer saga to the La Liga giants.
However, Bale came off the bench to play the final third of Wales' 3-0 loss to Serbia on Tuesday night, and he is happy to be back in action.
Bale wrote on Twitter: "Great to finally get back to playing tonight, shame about the result though. Can't wait to get to Madrid tomorrow #halamadrid."
Bale could make his Madrid debut at Villarreal on Saturday.