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Bale leads Wales into World Cup qualifying action against Belarus on Sunday just days after England players Jude Bellingham and Raheem Sterling were racially abused and targeted with monkey chants in Hungary.
FIFA has opened disciplinary proceedings in relation to England’s World Cup qualifier in Budapest on Thursday, with Borussia Dortmund midfielder Bellingham calling for “proper punishments”.
It has been suggested that players could walk off the field in future if the authorities fail to combat racist behaviour and Bale said: “If things don’t get sorted that will happen.
“If we felt we weren’t getting protection and being treated the right way by the governing bodies, and the only way to get the best response was to walk off, I’d be fully for it.
“Football qualifiers are important but these matters come way and above football.
“We haven’t discussed it. But we’d have that discussion if it happened and we’d all agree on it as we’re a team that sticks together and if anyone is being targeted we’ll do the right thing.”
Wales have themselves encountered racism on their travels to Eastern Europe in the past, and Bale said repeat offenders should be banned from international competition.
He said: “I don’t know the severity of what to do but the easiest thing is... whether you ban the fans from the stadium or if they keep repeatedly doing it, which seems to be what is happening, then you ban the country from the competition.
“If that country keeps making these horrible gestures, then maybe the best thing to do is to get rid of them, give them a suspension and hopefully they will learn their lesson that way.
“It’s frustrating. I don’t know why they launch these investigations that take so long when it is clear to see. Action should be taken to stop it.”
Bale is back at Real Madrid and playing games after spending last season on loan at Tottenham.
The 32-year-old says he is in a “better environment” with Carlo Ancelotti, who was the manager when he signed for Real in 2013, succeeding Zinedine Zidane at the Bernabeu.
“It is always good to be in a good environment,” Bale said.
“I think the biggest reason why I went to Tottenham was because I knew it would be a better environment for me, a break that maybe I needed at the time.
“I had a great time at Tottenham. It definitely helped me mentally to be back in a happier place. I think that showed again coming back with Wales in the Euros.
“I have brought that into Real Madrid this season, where obviously there is a better environment for myself anyway.
“Just being in a happier place ... I think every player will tell you if they’re in a happier place mentally, then physically they are going to feel better and perform better.”
Wales resume their World Cup qualifying campaign in Russia as Robert Page’s squad were unable to enter Belarus by air due to sanctions against the Minsk government.
UEFA’s choice of venue has proved controversial with players needing to hand over personal information to secure visas for entry into Russia.
Bale, who will win his 98th Wales cap against Belarus, said: “It’s not ideal, but we had to do it. Russia wasn’t the best neutral venue.
“I’m surprised the neutral venue wasn’t Wembley, to be honest. Everything else seems to be there! But it’s done now and we have to just get on with it.
“Everyone would be lying to you if they said they didn’t want to play in a World Cup for their country.
“We are in the midst of a World Cup qualifying campaign now and we are all fully prepared mentally and physically to try and do that.”