Bale came in for criticism as Real Madrid went on a three-match winless run earlier this month, but bounced back with both goals in a 2-0 Liga victory over Levante on Sunday.
"I know how it works in Spain," said Coleman, who spent seven months in charge of Real Sociedad from June 2007.
"When you play for Real Madrid, you have to entertain every time you go on to the pitch - win and entertain. So the stakes are high.
"As much as they're saying he's not been caught up in that, he has definitely been caught in the middle unfortunately for him."
But Coleman, who included Bale in his 23-man squad for a Euro 2016 qualifier in Israel next weekend, says Bale has the character to rise above the negative attention, praising the role of Real coach Carlo Ancelotti.
"Gareth's a big boy - he's come through," said Coleman. "He got a couple of goals at the weekend. He'll be fine.
"The manager he's playing for is perfect for that situation. Carlo's mentality is perfect. He's calm, cool and full of confidence."
Real face Barcelona in El Clasico on Sunday.
