Real's £86m signing played his first competitive football of the season in Wales' World Cup qualifier against Serbia on Tuesday.
Bale tested Serbia's goalkeeper with a couple of trademark long-range shots but was unable to claw back a 3-0 deficit in his 31 minutes on the pitch.
The 24-year-old then left his international colleagues not - as in the past - to return to north London and Tottenham's training base, but for the Spanish capital.
And the countdown will now begin in earnest to Saturday, when he is likely to feature at some stage at Villarreal in a match you can watch live on Sky Sports.
Beyond that fixture, Real open their Champions League campaign away at Galatasaray on Tuesday and host Getafe at the Bernabeu the following Sunday.
Bale joined his new team-mates for training in late afternoon, and Sky Sports News reporter Kaveh Solehkol is in Madrid to keep you up to speed so stick with us throughout today and the rest of the week.
Villarreal v Real Madrid is live on Sky Sports 2 this Saturday, kick-off 9pm (UK time)