The Frenchman took charge of Madrid in January 2016 and has enjoyed his fair share of success since replacing Rafael Benitez, lifting the Champions League less than five months into his reign.
Madrid were looking imperious in their bid for LaLiga glory this term, but disappointing results against Valencia and Las Palmas have allowed Barcelona back into the title race.
However, Bale is adamant Zidane remains unmoved by their recent stumble.
"Zidane is very calm," Bale told The Sun.
"He just knows the psychology of football. He was the world's best player for years.
"Whereas other managers get angry and upset and make the team a bit scared, if we lose he will say: 'Keep calm, keep working hard'.
"He has shown us what he has got on the training field, though."
Madrid's bid for a second successive Champions League crown continues on Tuesday at Napoli, with Zidane's side holding a 3-1 lead from the opening leg of the last-16 tie.
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