That’s according to NBC Sports’ Pilib De Brun.
He says the Red Devils are worried about getting messed around like they did with their pursuits of Cristiano Ronaldo and Sergio Ramos.
United were heavily linked with the pair in the past before they ultimately decided to stay in the Spanish capital and extend their contracts.
Red Devils boss Jose Mourinho has admitted he would love to sign Bale if he became available.
And De Brun says that means Bale has to really prove he wants to come to Old Trafford.
He tweeted: “Said 2 weeks ago that if Bale pushed for a move Utd would try to sign him.
“If Bale wants it then it will happen imo (in my opinion).
“Utd are not going to be messed about by Madrid, they want Bale to demand the move so it forces Madrid's hand.
“No repeat of Ronaldo, Ramos etc.”
Mourinho spoke about Bale earlier today.
He said: "If he's playing tomorrow, well, no I wouldn't think of that possibility of signing on (Bale).
"If he is playing tomorrow, it is because he is in the coach's plans and in the club's plans and because he also has that ambition to continue in Real Madrid.
"So I haven't even thought of the possibility of signing him on our team.
"If he's not in the club's plans, if what you are writing right now is true - I am not sure whether it is or not - that the arrival of another player (would) perhaps (mean) Gareth would be on his way out.
"If he is on his way out of Real Madrid, well, I'll try to be waiting for him on the other side and try to fight with other coaches that would also like to have him on his team.
"But I think that if he plays tomorrow, it is probably the best confirmation that they'll keep counting on him during the season."
