The Welsh winger scored the winner for Spurs against Sunderland on Sunday but Arsenal's victory over Newcastle saw Tottenham miss out on a fourth-place finish in the Premier League.
That led to much speculation that Bale would seek a move to another club in order to test himself on Europe's biggest stage but those claims appear to be wide of the mark.
"We fought hard this season, the team and the manager have been great," the 23-year-old said in an interview with Spurs TV Online.
"We have got the record points for the club in the Premier League. That would normally be enough to qualify for the Champions League, but it's not meant to be again.
"It's disappointing, but we will pick ourselves up again. We will just have to regroup this season and give it another go.
"To play the way we have also but to miss out on our objective (Champions League qualification) is very disappointing.
"It was great to get the win (against Sunderland) but the clouds just came over and made it a little bit duller, but it's something we have to learn from, we are a young squad, and we will take it in to the future."