United travelled to Denmark with 13 first-team players unable to feature in their round-of-32 tie with Midtjylland, including captain Wayne Rooney, who faces six weeks out with a knee injury.
Their cause suffered a further setback just minutes before kick-off as David de Gea picked up an injury in the warm up, ruling him out of Thursday's encounter.
Man Utd's indifferent form continued as Midtjylland ran out 2-1 winners in their Europa League tie.
Sergio Romero was called into the starting line-up in his place and, while he produced a fine display, was unable to prevent the Reds from slipping to a 2-1 defeat.
And Van Gaal was left to curse his side's luck with injuries after the defeat, a defeat that leaves United's Europa League hopes hanging in the balance.
David De Gea was injured during the warm-up ahead of Thursday's tie in Herning
Speaking in his post-match press conference, Van Gaal said: "When you have a list of 13 injured players and a few minutes before the game we can add another player to the list. Then it is difficult to cope with such a list of injured players.
"But, nevertheless, after 10 or 15 minutes we controlled the match, we scored a goal but we gave also a goal away one minute before half-time. That's a difficult time to concede a goal.
"In the second half, I have to say that Midtjylland was winning every ball. Again, that's very disappointing, because you know in advance that's the key of this game.
"They score and when you see how they score it is a little bit unnecessary in my opinion.
United players stand dejected after Midtjylland's winning goal
"Now I cannot answer that, because we need to speak about it, why our players were not capable to win these second balls and to keep the ball in our possession. We had also a lot of unnecessary losses of the ball."
United welcome Midtjylland to Old Trafford next Thursday looking to seal their passage into the last-16 of Europe's secondary club competition.
Van Gaal has himself placed huge importance on United winning a tournament which, he argues, presents them with their greatest opportunity to secure Champions League football next season.
And the United boss still had hope his side would progress, adding: "Still, we have a chance [to qualify], I think."
Paul Onuachu celebrates his winning goal against Manchester United
The last-32 first leg in Herning saw United produce yet another unconvincing display as they threw away the lead against the Danish champions.
Red Devils supporters made their feelings known at the end, with angry chants coming from the 800 travelling fans who forked out £71 per ticket.
And, when asked about the chants afterwards, Van Gaal said: "The fans can criticise. They can do it because when you see the second half, maybe they are right.
"We have to improve and then the fans shall support us again."