The Welshman signed for the Spanish giants before the start of last season, arriving from Tottenham for what was widely reported to be a world-record fee.
Any doubts over Bale's ability to adapt to an unfamiliar league were soon put to rest as the 25-year-old scored 22 goals in 44 appearances in all competitions as Real clinched the UEFA Champions League and Copa del Rey.
That tally included a brace in a 7-3 mauling of Sevilla in October and, with Bale returning to his hometown of Cardiff for Tuesday's Super Cup game, Emery highlighted the dangers of playing against someone of the 25-year-old's calibre.
"When there is a player like him on the pitch, if he is in your team you are more relaxed," he said in a press conference on Monday.
"If you face him you have to make a double or triple effort to stop him. You have to prepare well before the game, just to know where he is going to be.
"During the game, you have to try to defend against him individually and with plenty of help. We hope to be successful defending Gareth Bale tomorrow, not forgetting the others who are as good as him."
Sevilla earned their place in the showpiece thanks to a penalty-shootout win over Benfica in the UEFA Europa League final in May, and Emery underlined their desire to enjoy the occasion.
"We come here happy, but also knowing that tomorrow's game is going to be totally different to the rest of the pre-season," he added.
"Facing Real Madrid will be the biggest challenge for us. I think we are absolutely ready, basically, in terms of mentality. We have our guns and if we develop them we can beat Real Madrid.
"We are now in a final, but it's still pre-season. There are players who haven't trained a lot, so we have to enjoy tomorrow's game. It's a prize to play this final, we've deserved it and we are full of excitement."
