The Welsh star suffered a calf problem in last week's 2-1 first leg.
It was hoped he would be fit enough to return for tomorrow night's match.
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But Zidane has confirmed the 27-year-old will miss the game however the Madrid manager is hopeful he will be back for Sunday's El Clasico with Barcelona.
"Gareth has worked very hard to return after three months on the sidelines," Zidane said.
Real Madrid's Gareth Bale speaks to Zinedine Zidane as he is substituted
"He returned with a lot enthusiasm but now he has some niggles.
"I hope it is nothing and that in a few days he will be back with us.
"Tomorrow (against Bayern) he is not going to play because we do not want to risk him but I hope that in a few days he will be back. He has worked hard and deserves to be with us in the last part of the season."
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