Zidane caused a stir when he stated last weekend that he hoped Wales star Bale would leave the LaLiga club soon, adding: "It would be best for everyone."
Bale's agent, Jonathan Barnett, branded the Madrid head coach "a disgrace" for his remarks, as talk of an imminent move to the Chinese Super League gathered pace.
Zidane has now hit back at such suggestions and claims Bale himself declined to play in the 3-1 International Champions Cup defeat to Bayern Munich on Sunday because the club was trying to arrange his transfer.
"I'll try to be very clear with this, with Gareth," he told a news conference on Monday.
"Firstly, I have not disrespected anyone, least of all a player because I always said the same thing, that players are the most important thing and every time there is a player here I am always with them.
"Secondly, I said the club was trying to get him out. Period.
"Thirdly, I think this is important, too. The other day, Gareth did not change because he didn't want to, nothing more. He said the club is trying to get him to go and so he didn't get changed because of that.
"Now, we come back to the same thing. Bale is a Madrid player, he will train normally today, and we'll see what happens tomorrow [against Arsenal]."
When the subject of Bale was brought up again, he said: "You keep asking about this situation. Nothing will change today - he's going to go and train now. The club is doing what it has to do.
"He will train normally, and we'll see what happens tomorrow."
Bale has been linked with Chinese Super League clubs Jiangsu Suning and Beijing Guoan, who are reportedly considering offering wages of £1million per week.
Madrid face Arsenal in Maryland on Tuesday.