Bale was named in Coleman's Wales squad to face Macedonia and Belgium, and then rapidly withdrawn due to the thigh injury which is set to sideline him for two weeks.
The 24-year-old has made just three appearances for Real since his world-record move from Tottenham, and there was some surprise when his name was included in the 23-man panel selected by Coleman for the upcoming World Cup double-header.
Coleman quickly explained Bale was not fit to take part, and that he had been included in the vain hope he may have been in a position to be involved.
But the former Fulham boss suggested Wales' star man has not been handled as he should have been after missing nearly all of pre-season with abdominal and foot injuries.
"We have spoken to the doctor and we will be without him, but we said all along it is very tough for him to have had no pre-season and be thrown in at the deep end," said Coleman.
He added: "I would never criticise another manager - Carlo Ancelotti is a brilliant manager - but La Liga football is a different tempo to the Premier League. The Premier League is the fastest so maybe Carlo is thinking Gareth can handle it, he's a super athlete.
"But in our last camp he was nowhere near fit. He had a reaction on the morning of the Macedonia game, that is why we only used him for 35 minutes against Serbia last month.
"You have to put things in perspective. What has happened to him with the move, he must feel under pressure.
"He is probably trying too hard to do things that come naturally to him. Physically he is not there, he is not ready and he might not be for some time.
"If you don't do a pre-season, no matter how good you are, you always play catch up for the season. This season might be a tough one for him, as good as he is.
"On top of that he has had the weight and stress of 'Will the move happen, won't it?' and then it happens.
"I think he has gone into it when he is not at his fittest physically or mentally. It has had an affect.
"I hope I am wrong but I don't think it will be the last injury he gets this season because of the stress of everything."
Madrid boss Ancelotti, for his part, had suggested Bale would need the international break to rest.
"We are not worried, he has not played because of muscle fatigue and it is nothing special," he told the Real Madrid website.
"He is waiting to recover his optimal fitness. He was not at 100 per cent but he will get there because he has 15 days of rest and then will be ready.
"He is not happy and that is normal, he wants to play and is eager but it is not a problem. Now we have time to get him into a good physical condition and avoid injuries."
Bale is not the only player Coleman will have to do without for a run of games which may go a long way to deciding his future, with the two-year contract extension he verbally agreed with the Football Association of Wales still unsigned as the Dragons sit bottom of their World Cup qualification section.
Liverpool midfielder Joe Allen, Celtic's Joe Ledley and Brighton's Andrew Crofts have all been ruled out with injuries, despite, like Bale, being on the squad list circulated to the media.
Coleman also has doubts over captain Ashley Williams and striker Sam Vokes, and may find himself in conflict with his former's club boss Michael Laudrup.
Williams is nursing an ankle ligament injury and has missed Swansea's last three games, and will also sit out Thursday's Europa League clash with St Gallen.
Laudrup believes the defender needs a rest to properly recover from the injury, and wants Coleman to follow his lead and put Williams' long-term fitness first.
But the Wales boss will leave it up to his skipper to decide if he is fit enough to play some part in either game.
Coleman said: "Michael Laudrup will be looking after Swansea and I fully expect that. I have to look after Wales. If there's any chance we can have Ash we will. I'm sure he respects my priority is Wales.
"We won't take risks with players, it's not to our benefit to do that. If there is a chance we will push hard. The bottom line will be the player. The player says he can or can't."