Bale had not featured in any of Madrid's past three friendlies, missing the defeat to his former club Tottenham and the wins over Fenerbahce and Salzburg.
Officially, his absence for the Spurs game was due to an illness, though he was spotted playing golf the same day as the match and reportedly missed out due to his state of mind after a transfer to Chinese club Jiangsu Suning fell through.
He was left out again for the Salzburg game, though no explanation was given by coach Zinedine Zidane.
By the time he was introduced in Rome on Sunday, the match had already seen four goals – Marcelo opening the scoring for Madrid early on, producing a fine right-footed finish after a flowing move.
— Real Madrid C.F. (@realmadriden) August 11, 2019
Diego Perotti levelled just past the half-hour mark, tapping in after excellent work from Nicolo Zaniolo, but Casemiro restored Madrid's lead soon after, heading in from Marcelo's delivery.
Edin Dzeko levelled a minute later – latching on to Cengiz Under's sublime throughball and clinically finishing first-time into the top-right corner.
Bale replaced Karim Benzema in the 61st minute but, aside from one outside-of-the-foot effort from the Wales star, his impact was minimal as the match finished level, leading to a shoot-out.
The first nine penalties – including Bale's – were immaculately taken, but Marcelo's kick crashed against the crossbar and bounced the wrong side of the line, ensuring Roma won the Mabel Green Cup, a friendly competition set up to raise awareness of environmental preservation.
Roma captain Alessandro Florenzi received the trophy - essentially a large bonsai tree - from Indian actress and environmentalist Esha Gupta.
— AS Roma English (@ASRomaEN) August 11, 2019
Photo: Twitter: @ASRomaEN Caption: Roma celebrate against Real Madrid