Tuesday night's 1-0 win over Bulgaria was Wales' third in four qualifiers, and picking up three points on the road has further increased hopes that this young Welsh squad can launch a genuine challenge for a place at the 2014 World Cup under Gary Speed.
Bale said: "We're building under the new manager and heading in the right direction. We all know what our ultimate goal is but we've got to keep working hard, this is just the beginning."
He added: "It's been a great year really. We all knew how disappointed everyone was with how the campaign started (with four straight defeats) and how it was going. But since the new gaffer has come in, we're improving all the time.
"He's organised us well, we're trying things and getting the ball down and playing and scoring goals.
"We know there is a long way to go but all the lads are working hard to achieve that long-term goal. It's all steps in the right direction at the moment."
Speed hailed Bale's contribution in Sofia as "phenomenal" as the former Southampton man again turned in a display filled with his trademark pace and trickery.
Bale and captain Aaron Ramsey are arguably the most influential players in the Wales set-up, but he insists that the emphasis is on team performances over individual accolades, and that this squad can go on to end a wait for a place at a major finals that stretches back to 1958.
"It's important (to have big-name players available), but it's not about individuals, it's about the team," said Bale. "We're not a big nation so we need every player to come in and play well. As soon as a game comes, we need everyone to be coming if they are not injured.
"If we give it our all, as all the players have shown with their commitment this year, then we can of course do well."