Wales manager Gary Speed was found dead at his home near Cheshire on Sunday aged 42.
Bale said: “It was a massive shock, I don’t think anybody ever thought anything like this would happen. Everyone is devastated and it is a massive loss to everyone in football.
“It is a tragedy, everyone still can’t get their head around it and all our condolences go out to his family and his kids.
“We were on the up, he changed the way we play and the whole mentality of our game. It is a massive loss, but we will try and carry on the best we can in his honour.”
