Bale came off the bench to rescue Madrid, which trailed 2-0 at half-time before the Wales star scored to inspire a 2-2 draw at the International Champions Cup, where Zidane's men prevailed 3-2 on penalties.
Tipped to leave Madrid, Bale sat out last week's loss to Bayern Munich, but he was surprisingly involved in Maryland after Zidane claimed the 30 year-old was close to departing the Santiago Bernabeu.
Asked about Bale's performance, Zidane – who saw Nacho Fernandez sent off in the ninth minute for a handball – told reporters: "He has played a good game and I am happy for him. As for everyone.
"He is with us and we will continue working. We play well 10 against 11 and better 10 against 10. I don't know what will happen. He wanted to play and the other day no.
"I haven't talked to him. He has trained normally and that's why he played. Nothing has changed, you know what the situation is like."
Bale stole the show in the second half at FedEx Field, where Marco Asensio also impressed before he left the field on a stretcher.
Substitute Asensio equalised three minutes after Bale reduced the deficit in the 56th minute against Arsenal, who had Sokratis Papastathopoulos sent off for a second yellow card prior to the interval.
However, Asensio's game was abruptly cut short by an apparent knee injury and Zidane revealed he is very concerned.
"It's worrisome," Zidane said. "Hopefully not, but he's gone directly to the hospital to test. It looks bad."