The Real Madrid forward captained his side in their goalless Euro 2016 qualification draw with Belgium on Sunday, a result that keeps Chris Coleman's side inside the top two in Group B.
Bale was delighted with the spirit shown by his side in Brussels and believes they are making great strides in becoming competitive on the international stage.
Coleman's men, who trail leaders Israel by a point, are unbeaten so far in the group and Bale is eager to build on a solid platform.
"To be able to come to a team ranked fourth in the world and get a result is fantastic for our confidence," the 25-year-old said in quotes reported by Wales Online.
"In previous years we definitely would have caved in, but we showed what we are made of.
"It's something to build on and now we must keep plugging away.
"Israel will be a huge game - but if we realistically want to qualify then every game is massive, like a final. We move on to the next camp and we'll be aiming to get the three points.
"At the moment it's going our way - it's been difficult but it's down to our hard work. We feel like we are getting what we deserve."
Wales resume their qualifying campaign in March with a trip to Israel in a top-of-the-table clash.
