Spurs missed out on a place in Europe's premier club tournament by a single point to local rivals Arsenal, fuelling speculation that Bale would seek a summer exit to Real Madrid.
Bale has been unmoved on rumours of a future £80m bid from the Spanish giants, but has conceded that he misses the freedom of attacking against Europe's top sides.
He told Esquire magazine: "When you play in the Premier League against a lower-end team, they set up to defend all the time.
"They set up to block you off. But when you play in the Champions League, all the teams are used to winning every week so it's more of an open attacking game, it's end-to-end.
"The music is a massive thing. When we first got into the Champions League, it was one of the things most of the lads were looking forward to, hearing it in the stadium. It's things like that which make it special."