The Wales captain was left on the bench in Real's final game of the La Liga season on Sunday, which many people believe could have been his last appearance for the Spanish giants.
Zinedine Zidane refused to bring him on during their 2-0 defeat to Real Betis though and the Welshman walked straight down the tunnel at full-time instead of thanking the fans for their support.
Manchester United and Tottenham have been linked wth Bale.
But Marca reports Bale "did not say goodbye to anyone; not his teammates, not the coaching fans, nor the supporters because he has no plans to leave".
They add "Bale would have liked to have played a few minutes against Betis so that he could receive the affection of the fans - he was sure that he would be applauded - but once Zidane made it clear that he would not be coming on, the Welshman opted to see the funny side of things".