The Red Devils led 2-1 with just less than 15 minutes remaining in the final match at Upton Park, only to lose 3-2 to the inspired Hammers.
A pair of Dimitri Payet free-kicks were headed home by Michail Antonio and Winston Reid in the 76th and 80th minutes to give the East London venue the perfect send-off, but van Gaal was less than impressed as his side failed to keep out the danger of a dead ball situation.
"It is very disappointing because we were ahead. We gave it away because of the set plays," said the Dutchman.
"As a manager you are never satisfied but when you are 2-1 ahead after 70 minutes then you have to make the pitch bigger and keep the ball better."
The result means United stay fifth on the Premier League table on 63 points, two behind crosstown rivals Manchester City, with just one fixture remaining which means they must beat Bournemouth on the weekend and hope City lose at Swansea City to clinch a top-four finish and subsequent Champions League qualifier.
"I think it is still possible but it is not in our own hands and that is the difference," he added.