There was speculation in the build-up to the tournament that the 31-year-old Real Madrid forward may be contemplating retirement.
Bale said at the end of his Tottenham loan spell last month that he knows where his future lies after this summer, but claimed it would “cause chaos” if he revealed it.
Wales have started their 2022 World Cup qualifying campaign and the finals in Qatar are only 17 months away. Bale – who is four appearances short of becoming only the second Welshman to win 100 caps – suggested after the Denmark defeat that he wants to prolong his international career.
“I want to continue to play,” Bale told S4C shortly after terminating a previous interview when asked about his international future.
“People ask stupid questions all the time but I obviously love playing for Wales.
“I will play for Wales until the day that I stop playing football.”
Bale has one left year on his Real contract and the return of Carlo Ancelotti to the Bernabeu is considered as increasing the chances of him staying in Spain and seeing out his contract.
Ancelotti was in charge when Bale joined Real from Spurs in September 2013 and the pair won the Champions League together later that season.
Wales’s World Cup qualifying campaign resumes in September with a double-header away to Belarus and at home to Estonia.
“I guess we’ll have to look back and learn from this experience and take it forward,” Bale said after Wales’s Euro 2020 journey had ended in brutal defeat. “We’ve just started the World Cup campaign and we were saying in there now we need to take this experience into there.
“I feel we have a very good way of playing when we play well.
“We just need to keep that confidence high, keep playing football, and I think we can qualify for the next World Cup.”
Wales started well at the Johan Cruyff Arena and Bale had two shooting opportunities inside the opening 20 minutes.
But Kasper Dolberg’s double either side of half-time put Denmark in command, and Wales disintegrated during the final minutes as two more goals were conceded and substitute Harry Wilson was sent off.
“Everybody’s disappointed inside, which is naturally so,” Bale said.
“It’s a hard one to take, especially after the first 20-25 minutes when we felt in control of the game.
“The goal changed the momentum a bit, which is a little disappointing for us. We should have kept doing what we were doing.”