The Wales manager has urged the former Tottenham star to stay at the Santiago Bernabeu, despite the pressure on his shoulders.
The former Tottenham winger signed for the Spanish giants for a world-record fee back in the summer of 2013 and had a fantastic first season on the continent - scoring in the finals of both the Copa del Rey and the Champions League.
However, as Madrid’s form stuttered in the second half of 2014-15, Bale was picked out as a player to criticise by the national media and a section of the club’s fans.
With speculation over whether a return to the Premier League could potentially be on the cards, Coleman has waded in with his opinion.
Bale’s national boss has urged the gifted forward to continue plugging away in the Spanish capital.
"The Premier League is the most unforgiving league on the planet and players get weary halfway through it, physically it is very demanding,” Coleman is quoted as saying by AS.
“La Liga is slightly different. The pressure is on him because he is playing for Madrid and every time he walks on the pitch the spotlight is on him; it’s not easy to deal with and there are only certain players that can deal with that and Gareth is one of those players.
"But personally I would like to see him stay where he is and I think he will stay. (But) I've not talked about it with him to be honest - he obviously gets on with it and whatever he wants to do, I 100 per cent back him.”
Bale will hope for a change in fortunes now that Madrid have changed their manager and brought Rafa Benitez to the club.
The star played a part in the La Liga outfit’s 4-1 mauling of Manchester City last week and will want to hit the ground running in 2015-16.