Perry mentioned in his memoir that the two 'dated for three months' around the time of her appearance on the sitcom
Madrid play Real Sociedad at the Santiago Bernabeu on Saturday, when Bale is likely to feel the frustration of the home supporters.
The 30-year-old sparked outrage in the Spanish press this week after he celebrated Wales' victory over Hungary on Monday with a flag from the crowd that read: "Wales. Golf. Madrid. In that order".
The slogan has been adopted by Welsh fans after an interview given by former Madrid player Pedja Mijatovic to Cadena Ser last month, in which he referred to those as Bale's priorities.
It has been interpreted in Spain as a slight against Real Madrid, particularly after Bale played twice for Wales over the international break, having missed the last six matches for his club through injury.
But, in a press conference on Friday, Zidane refused to criticise Bale. "When you look at what he has given to the club and the fans, that is what we are all here for: for the club.
"Gareth is one of the team and the fans have to be behind us, always. I will always be behind my players. Outside, things can happen but inside, we should only look at the football."
While on international duty, Bale admitted he feels more excitement representing Wales, with teammates he has grown up with and who speak the same language.
Asked if Bale is happier playing for his country than his club, Zidane said: "I don't think so, maybe it's better for him with the language, but he seemed happy when he scored in the Champions League final.
"It's just the language, he said it. Inside the dressing room here, he's good."
Zidane would not comment on whether Bale's celebrations were aimed at Real Madrid or the media's criticism of him for spending too much time playing golf.
"I'm not going to get into that, it's not my area," Zidane said. "What I can tell you is Gareth Bale is my player. That's what interests me."
Bale has not played for Real Madrid since October 5 but his recovery came just in time for him to play twice for Wales last week, meaning he is fit to face Real Sociedad in La Liga.
"There is a lot of noise around Gareth but the most important thing for him and for me is to focus on football," Zidane said.
"He has been away, he has been able to play and now he is back and is available.
"He can make the difference, he is a decisive player. If he is fit, he has shown he is a key player and he will show it again."
It remains to be seen if Bale returns to the starting line-up against Real Sociedad, who have enjoyed a brilliant start to the season and sit only two points behind Real Madrid.
Lucas Vazquez is out with a broken toe along with James Rodriguez and Nacho, who are both recovering from knee injuries. Marco Asensio is a long-term absentee after rupturing his cruciate ligament.
Perry mentioned in his memoir that the two 'dated for three months' around the time of her appearance on the sitcom
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