The Wales international has been linked with a move away from the Bernabeu, with United boss Jose Mourinho saying he would try and sign Bale if he was not in Zinedine Zidane's starting XI in Skopje.
But Bale was named in the side and played 74 minutes as goals from Casemiro and Isco gave Madrid a 2-1 win and a third Super Cup success in four years.
Bale said on BT Sport 2: "I am just concentrating on my football. I am not listening to anything, I don't read anything, obviously I get told bits and bobs.
"I am enjoying my football here, I am playing as much as I can and I'm winning trophies so that's all I am concentrating on.
"I haven't had any conversations (with Madrid), I am just concentrating on my football, I'm trying to get my fitness up as much as I can after pretty much not playing regularly for eight or nine months.
"It is great to keep adding to the collection, it was a very difficult game but we got the job done and we've got another trophy and we move on."
Mourinho also now accepts it is "game over" in his pursuit of Bale.
The Portuguese said: "Clearly the club wants him, the manager wants him and he wants the club, so for me it's game over.
"Even before it started, but it's game over clearly because everybody knows he is going to stay."