The Real Madrid star, who took his tally for the tournament to three, was in fabulous form as his team crushed its opponent with ease in a one-sided contest in Toulouse.
While Wales was on cruise control, UK rival England was back to its stuttering old self, drawing 0-0 with Slovakia despite dominating possession.
England, which had looked on course to win the group after defeating Wales in the final minute last week, had been a hot favorite to see off a Slovakia side which had failed to keep a clean sheet in its six previous games at a major tournament.
But Roy Hodgson's team labored horribly -- failing to make the breakthrough it so badly craved and allowing Wales, playing in its first major international tournament since 1958, to win the group.
"We knew everything was on this game, it was in our own hands," Bale told UK match broadcaster ITV. "We said before the game, 'Let's have no regrets.'
"It's probably the best performance I've been involved in with Wales. We started very well, we didn't feel too nervous.
"We want to thank the fans out here and at home.
"To top the group, what more can you ask? We said we didn't want to make the numbers up. Well, we can't do any more than win the group. We look forward to seeing who we play next."
While Wales will now face one of the best third-placed sides in the last 16, England could be paired with eighth-ranked Portugal in the next round.
For Bale, who scored his side's third goal after efforts from Aaron Ramsey and Neil Taylor, this was another magical evening.
The forward, of whom so much was expected, was visibly upset by his side's last-gasp 2-1 defeat by England in Lens last Thursday.
But if he or his teammates were feeling sorry for themselves it didn't show -- far from it.
This was a wonderful display from a Welsh team playing with a zest and enthusiasm from which England could have learned.
Arsenal midfielder Ramsey fired home after 11 minutes, latching onto Joe Allen's through ball, before Taylor beat the offside trap and stabbed home at the second attempt.
Russia, which lost its last match against Slovakia, appeared disorganized throughout and unable to cope with the pace and power of its opponent.
It now bows out of the tournament and can focus on the World Cup which it will host in two years' time.
While Wales celebrated, England's players looked forlorn after a frustrating night in Saint Etienne.
England dominated the contest but failed to find a way past a stubborn Slovakia side as it struggled to create any clear-cut chances.
It will now head to Nice to play the runner-up of Group F, which could be any of its four teams: Hungary, Iceland, Portugal or Austria.
"It was disappointing for us tonight," England defender Gary Cahill told ITV.
"In the three games we have had the majority of the possession and today we have dominated play from start to finish and we couldn't unlock door. It is disappointing for us.
"The rhythm was there, we had ball constantly but just didn't have the cutting edge to open them up. It needed something special in games like that and we nearly did but it just wasn't to be.
"We are disappointed, with the amount of possession we had we should have won the game."