And he said that the world's most expensive player had no chance of making an appearance.
Wales slipped to defeat at the Philip II Arena despite having the better of the contest for over an hour, with their fifth loss from seven games ending their slim mathematical hopes of qualification.
Ivan Trickovski fired the home side in front against the run of play in the 21st minute, capitalising after a deflection off the Welsh wall at a free-kick fell to him.
Aaron Ramsey, who was superb throughout, equalised from the penalty spot for Wales, but substitute Aleksandar Trajkovski struck the winner 10 minutes from time.
Coleman had named Bale on the bench at the end of a week which started with the 24-year-old being unveiled at the Bernabeu as the most expensive player in the world after joining Real Madrid.
Coleman had made it clear he would take no risks with Bale's fitness as his star man had not played since July, and he did not turn to the former Tottenham man as Wales trailed inside the final 10 minutes.
Coleman insisted Bale was not fit enough to play any part, and that his presence was merely a ploy to unsettle opposition manager Cedomir Janevski.
When pressed on whether bringing Bale on could have salvaged a result for his side, Coleman said: "What part of he's not fit are you not listening to? Why bring him on if he's not fit?
"You think I would not have used him if he was fit?
"I don't mind what other people think. What I look at is the opposition. If I'm the opposition manager and Bale is on the bench, maybe it would affect his thinking.
"If he was fit he would have played. I spoke to him today, he is not ready. Simple.
"I haven't conned the supporters to say he might play. If there was a chance he would have played, but there wasn't. We can't take the risk.''
To add to Coleman's woes, the Wales boss also had to deal with the embarrassment of missing his side's final preparations for the fixture after losing his passport.
The former Fulham boss had to obtain a replacement travel document and then fly to Skopje from Heathrow via Vienna late on Thursday.
But when asked if he was planning to apologise over the passport incident, Coleman, who is set to sign a contract extension in the coming days, replied: "To who? What are you talking about?
"What you don't know is what we do day to day. If you stood around and watched us play you'd see what we do when we go away. It's next to nothing.
"All the work had been done. You make of it what you want.
"If we'd won you wouldn't make much out of it, but you will because we lost and that's up to you."