Depay scored a first half brace and set up Marouane Fellaini for United's third goal in the 94th minute, putting the Premier League club in the box seat to secure qualification to the Champions League Group Stage.
"I want to kiss him (Depay) tonight," van Gaal said post match.
"I'm very happy for him because a player needs that. Hopefully he shall continue to score.
"I have confidence in him. He showed what he can do tonight. He scored two goals and got the assist for the other."
The return leg of the Champions League qualifying play-off takes place in Belgium on August 26.