The 30-year-old Wales international wasn’t part of Real’s 3-1 International Champions Cup defeat to Bayern Munich on Saturday.
Tottenham are reportedly in the box seat for Bale, who has been in the Spanish capital since leaving Spurs for Real in 2013.
“Bale did not play because he is very close to leaving,” Zidane said.
“We hope he leaves soon. It would be best for everyone. We are working on his transfer to a new team.
“I have nothing personal against him, but there comes a time where things are done because they must be done.
“I have to make decisions. We have to change.
“The exit is the coach’s decision and also of the player who knows the situation.
“The situation will change, I do not know if in 24 or 48 hours, but it will and it’s a good thing for everyone.”
Bale managed 21 starts in La Liga last season along with eight appearances off the bench, netting eight goals as Real finished third.