The former Tottenham Hotspur played has endured a difficult season this term, coming under harsh criticism from fans after numerous lacklustre displays for Los Blancos.
Following Madrid’s 2-1 first leg Champions League semi-final defeat to Juventus last week, statistics showed the Wales international had fewer touches of the ball than goalkeeper Iker Casillas, leading to claims that the Madrid players are purposely ignoring him on the field.
Yet Bale’s Colombian teammate has laughed off such speculation, insisting the winger is an integral part of the team.
"This is the first time I hear about it that we do not want to pass the ball to Bale," Rodriguez told reporters.
"We are all happy to play with Gareth. With him and with anybody else in this team.
"We are a team and we have to be united."
Bale’s agent Jonathan Barnett was at the forefront of these allegations, and Madrid coach Carlo Ancelotti has hit out at the player’s representative, saying he does not know what happens behind the scenes.
"Bale's agent has never seen a training session and does not know anything about Bale's relationship with his team-mates," the Italian manager said.
"Bale likes his team-mates and his team-mates like Bale. It would have been had his agent kept quiet. I really don't know what he was trying to achieve because Bale is happy at Madrid.
"We are happy with Bale this season. I spoke with him and he is happy to be here. Last season he scored in decisive matches and he could do it again."
Focus now turns to Madrid’s European Cup tie against the Old Lady, with their 2014 World Cup Golden Boot winner hoping his side can overturn the deficit against their Italian opponents, yet knows they must be patient against the well-organised Serie A champions.
"They played well [in the first leg], but tomorrow will be a beautiful test for us. It will be an epic game," Rodriguez said.
"My dream is to be in the Champions League Final. We have to do our best to win [the second leg].
"We have to play with intensity. We have to be focused and try to score when we create openings. However, we must be patient, we have players who can score."
Kick-off in the Spanish capital on Wednesday is scheduled for 20:45.