The Spanish giants are ready to undergo a makeover this summer, with club president Florentino Perez set to wield the axe to a number of the club's top stars - with Bale said to be one of the names on the chopping block.
Zidane has indicated he expects Bale to be at Madrid next season and Coleman - in charge of Wales when the 28-year-old fired his country to the semi-finals at Euro 2016 - thinks the forward will stay put. Five years, has he?
Asked if he still has a future in Spain, Sunderland boss Coleman told a news conference: "How long has he been there?"
"All right, he's done a good stint there, but the last time I spoke to him, he was very happy in Madrid, his family is settled there".
Real Madrid started the game with Ronaldo and Bale as their front two, but found themselves 2 down after 37 minutes as the Italian side, who seemed to admit defeat in the tie after their 3-0 drubbing, came with every intention of shocking the holders.
"Where does he go from there that's bigger?"
"Is it back here?" But the last conversations I had with him, he was happy there.
If that is the case, though, it will likely involve a sale to a club outside the Premier League.
"But I don't know, to be honest".
Bale has also been linked with Manchester United of late, but the report suggests that the Red Devils have cooled their interest in him.
Gareth Bale and Zinedine Zidane's relationship have hit an all-time low but is expected to remain at the Bernabeu next season.