Bale's departure from Real last week was bitter and acrimonious.
But the Wales captain told Sky Sports: "I do not regret anything. I was just trying to play football. That's the only thing I could do, and everything that is being said is out of my control.
"As I said, I have nothing to regret and what people have said is up to them. I have my own opinion and my family knows what I stand for, so I do not worry.
"Of course, I had to develop both as a person and as a football player when I came to a new culture and a different country, but you just learn to handle the situations you are in.
"I have been in wildly pressured situations, among other things that people whistled at me in the stadium, but I learned to deal with it and not take it too seriously and take it to heart, but instead just live with it."