Images captured by Spanish television station Cuatro showed supporters repeatedly strike Bale's vehicle as he sped away from Valdebebas training ground following Real's return from Barcelona.
Team-mate Jese Rodriguez made the mistake of winding the window down as he left the complex before being greeted with abuse despite only playing 10 minutes at Camp Nou as a second-half substitute.
Defender Sergio Ramos confronted the fans upon his departure from Valdebebas, asking them "what's the matter?" and "do you think that's the right attitude?".
Real slipped four points behind league leaders Barca with defeat in Catalonia, which came as Luis Suarez scored a 56th-minute winner after Cristiano Ronaldo had cancelled out Jeremy Mathieu's opener.
The out-of-form Bale had a first-half goal chalked off due to Ronaldo being in an offside position and received heavy criticism from the Spanish press for his performance, with Marca stating that Real president Florentino Perez had paid "€100 million for a player worth €20m".
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