Bale produced a series of dazzling performances last season to walk away with numerous individual accolades, but Spurs just missed out on a place in the top four.
The Welshman has revealed that he loved playing in Europe's No.1 club competition when Tottenham reached the quarter-finals in 2010/11, insisting there is more excitement than in domestic football.
There has been plenty of speculation that Bale could leave White Hart Lane this summer, with Real Madrid making no secret of their interest, but Tottenham have insisted there will be no sale and he will be hoping to lead the team back into the Champions League in 12 months' time.
"When you play in the Premier League against a lower-end team, they set up to defend all the time," Bale said in an interview with Esquire.
"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."
He added: "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."
While he may find it frustrating to face opponents who are focused on defending, Bale still managed to score 26 goals in all competitions last season.
He said: "I don't feel any pressure. If I'm scoring all the goals and winning us the games, then I just carry on as normal."