The Welshman has been forced to seek a move away from Real Madrid in search of regular game time.
"I'm not annoyed that people are blaming me for his departure because it's not like that," Zidane told the press on Saturday.
"The matter is more complicated than that.
"What I can say is that we didn't have any problems between us.
"No one is going to take away what he's done at Real Madrid.
"We didn't have any problems, it wasn't like that.
"I wish him the best. I haven't spoken to him.
"What he's done here has been phenomenal - you can't dispute that because he's won a lot and shown his quality."
Bale rarely featured under Zidane last season after tense exchanges between the pair in the press last summer.
"Life is like that and, if he stayed last season, it was for a reason," Zidane added.
"The important thing is what the player wants to do - my opinion remains the same.
"We've done things together, with the club and the player.
"Will it be a weight off my mind? No, because it was never a weight.
"I never had a problem with him.
"It's true that he didn't play as much as he should've, for various reasons.
"It's not going to be a weight off my mind because my job is like that - if it's not Gareth, it'll be someone else."