The Wales international moved to the Bernabeu last week following a season at Tottenham in which he was named PFA Player and Young Player of the Year after scoring a stunning 21 goals in 33 games.
However, Zidane, who was made the world's most expensive player when he joined from Juventus in 2001, does not feel any footballer is worth the reported €100million paid for Bale.
When asked by Canal+ whether the price tag was deserved, Zidane said: "No player is worth that much.
"You'll have to ask that question in a year's time. Ten years ago, I myself admitted that I wasn't worth €75million.
"Today I'm tempted to say the same thing, that no player is worth that much. But two clubs agree a price together. That's football, unfortunately. It's hard to understand, it's very difficult to understand everything that happens today."
In his role as Carlo Ancelotti's number two, Zidane will aim to help Bale cope with the pressure that has greeted his high-profile arrival.
"Bale understands the impact of his arrival," he continued.
"He has come to the best club in the world, and with an enormous price tag. I experienced that, and for three months it was very hard. I even began to wonder if it would be better if I left. But if you just focus on what happens on the pitch then things come more naturally.
"My role will certainly be to explain that he has to play as he knows and that he shouldn't put too much pressure on himself. This is a player who has incredible potential, which he has demonstrated over the past three years and he is certainly among the top three players. But he can still progress a lot. I think he can bring a lot to Madrid."
Bale agreed a six-year contract at the club and could make his Real debut against Villarreal on Saturday.
