Europa League holders United meet Madrid, who won the Champions League, in the Uefa Super Cup on Tuesday.
"If he plays, it is the clearest signal that he is staying there," said the former Real manager.
Mourinho said Bale featuring in Skopje would mean "he is in the plans of the coach and the club, and it is in his own plans and ambitions to stay there".
"Then I won't even think about it. If he is not in the club's plans and it is true that a player like Bale is at the departure gate, I will try to be there waiting for him at the other side."