The Wales worldwide has sustained another injury setback and is expected to be out for close to a month.
Bale is yet to make an appearance for Real since late September, and the new setback is sure to cast further doubt over his long-term future at the Santiago Bernabeu.
He reported to the Wales camp ahead of the clash, but was unable to field.
A Madrid statement said: "Our player Gareth Bale, who felt some discomfort in his left leg at the end of Thursday's training session, today underwent various tests carried out by the Real Madrid Sanitas medical team".
The Welsh global resumed team workouts at the end of last week after recovering from an injury suffered during the Blancos' 3-1 Champions League away win over Borussia Dortmund on September 26, reports Efe.
He did not link up with Chris Coleman's Wales squad for upcoming friendlies against France and Panama, and will now be hoping for no more setbacks in the run-up to the 2018 World Cup.
Since signing a lucrative new six-year contract with Madrid over a year ago, Bale, 28, has featured in just 24 matches as an ankle operation last November was followed by calf strains and now a thigh problem, which is expected to keep him out for another month.
Madrid did not put a date on Bale's return, simply stating his progress would be monitored, but reports in Spain suggest the former Tottenham star is facing between three and four weeks on the sidelines.