Bale joined Carlo Ancelotti's Real from Tottenham in a deal worth around £86million on September 1 following protracted transfer discussions.
The Welsh winger shook hands on Wednesday with Ronaldo - who was reporting back at training following the international break - with questions now surrounding in which game Bale will make his debut for the Spanish side.
The 24-year-old only came on as a substitute in Wales' 3-0 defeat by Serbia on Tuesday and as a result it may be too soon for him to start in the clash with Villarreal on Saturday.
"Bale started the session with some individual physical work and later joined the rest of the outfield players," Real said on their website.
"The Welshman ... and the rest of the internationals then worked on moving the ball in various exercises."
Bale played 30 minutes of Wales's 3-0 World Cup qualification defeat at home to Serbia on Tuesday but Wales manager Chris Coleman does not think he is anywhere near full match fitness yet.
"He played 30 minutes but after 15 minutes he looked tired - but he has only had four training sessions, so you will not get what you normally get,'' Coleman said after the Serbia game.
"If he starts Saturday he will not finish the game, I would be amazed if he does. He is nowhere near ready for 90 minutes even if Spanish football is slower. He may get 45 minutes, I don't know, but he will feel better in himself after 30 minutes."