The Dragons conceded twice in stoppage time to lose 2-0 to their Asian opponents, leaving them bottom of Group B with just one fixture left to play.
That is against England next week and the Welsh will have to find a way to win if they are to reach the knock-out stage - and even that now relies on other results going their way.
Speaking to BBC Sport at full time, Bale - who won his 110th cap to become Wales’ most-capped player ever - said the squad must find a way to lift themselves after the heartbreaking defeat.
“It’s gutting. There’s no other way to say it,” he said. “We fought until the last second but it’s one of those things; it’s difficult to take but we have to recover and go again.
“We have to pick ourselves up straight away. It’s going to be difficult but we’ve got one game left. And we want to enjoy it as well.
“It’s going to be difficult and it depends on the other game, we’ll see.”
Ahead of the match, there was bad news for some Wales fans who were left unable to travel to Doha for the match as their travel permit app was not functioning correctly.
Iran manager Carlos Queiroz praised his players for a massive effort, insisting they deserved “respect” for bouncing back after a 6-2 drubbing by England last time out.
“It’s just the beginning, we need to finish the job,” he said. “We backed our football and I don’t have the words how to say thank you to our players. They were brilliant and deserve all attention and respect.
“The players deserve to be supported, we did it for the fans. That’s the only reason we are here.”
Iran face USA in their final group game, with the United States first set to face England later on Friday evening.
Join our commenting forum
Join thought-provoking conversations, follow other Independent readers and see their replies