The game had started in hectic fashion, as Karim Benzema headed in from close range in the first minute before Gonzalo Higuain equalised for the visitors just minutes later.
Things had been a lot quieter since then, and while the Welsh winger had tried to get in to the game with a few sparks of brilliance he was unable to make a real contribution.
However, in the 45th minute Bale found himself in the box vying for the ball from a corner.
The ball fell to him as he was a matter of yards out from the goal, with the forward managing to get it out of his feet before smashing it past the dautingly-large frame of Donnarumma in the Milan goal with his weaker right foot.