Alvaro Morata’s second-half strike against his former club earned Juventus a 1-1 draw at the Bernabeu last night, progressing to next month’s final 3-2 on aggregate.
And Bale – who has come in for intense criticism in Spain this season – was forced to back himself after a missing several key chances for Carlo Ancelotti’s men.
The 25-year-old is a target for Manchester United and has also been linked with a move to Chelsea.
“There have been some ups and downs but personally I think I’ve played well,” he said.
“I’ve maybe not scored as many important chances as I’d like but my general play has been good. My finishing is not as good and that’s something to work on for next year.
“What doesn’t kill me makes me stronger and I’ll learn from this season and take it on.”
Bale had Madrid’s first chance of the night, heading over after just 35 seconds, and then had five opportunities in the second half but never managed to test Juventus goalkeeper Gianluigi Buffon with a shot on target.
“I was unlucky not to grab one,” he added. “As long as I keep trying, usually one goes in. Unfortunately it didn’t happen tonight and you move on.”
His best chance was a back-post header which he sent over from point-blank range.
“I got a slight touch (from a defender) and I couldn’t get over the ball,” the Welshman said. “It’s one of those things that happen in football and you move on.”