United are reportedly prepared to spend up to £122m to land the Wales international this summer, although it is understood that Los Blancos want closer to £200m for the 28-year-old.
United's executive vice-chairman Ed Woodward is desperate to land the attacker, although it has been reported that head coach Jose Mourinho does not want the bulk of the club's summer transfer budget to be spent on one player.
"I've got a lot of admiration for him as a player," Neville told BBC Sport. "I'd like to see Messi play for United or Ronaldo or Neymar or all these players, but the reality is they've got to want to come to the club.
"That's the first question that needs to be asked. If he wants to come to United then absolutely, yes, because he's a fantastic player and he is a game changer. For me every top club is looking for that player who is the difference, who can turn the big games."
Bale has four years left to run on his contract at the Bernabeu, and ended the 2017-18 campaign with 21 goals in 39 appearances for Madrid despite struggling for starts throughout the season.