Bale has missed a number of high-profile matches of late and was left out of the squad entirely for the 2-1 win over Malaga at the weekend.
The Wales international was then kept on the bench until the final 20 minutes of Los Blancos' meeting with Athletic Bilbao on Wednesday, helping his side to rescue a late 1-1 draw.
Asked about Bale's future, as well as that of Karim Benzema following a run of one goal in 10 matches, Zidane told reporters: "There is no problem [with Bale]. He is one of 25 players in the squad.
"He did not start today, others did and are playing well too. You keep asking but my answer on this will not change.
"Benzema? I have nothing to talk to him about. He is trying, and will keep trying until the end. That's it. What we must do is try not to watch or listen to what [the media] are saying, but just focus on the positives."
Next up for Madrid is the first leg of their Champions League semi-final with Bayern Munich in six days' time.