The 30-year-old has been granted permission to miss the trip to Leganes on Wednesday night to travel to England to deal with a personal matter.
Having seen a summer move fail to materialise, speculation is still rife about the future of Bale at the club, and he has also been linked with a move to China in recent days.
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Zidane, though, maintains there are no underlying issues with the forward, who has also struggled with fitness issues since returning from international duty.
“He went to London on a personal matter and with the permission of the club. He talked to the club because he has a right to personal things,” the Real Madrid coach said.
“You have to ask the club for permission, which is the most important thing. He also went because he’s not available.