But the Dutchman was proud of his Manchester United players after their goalless draw with rivals Manchester City.
Van Gaal also felt his side should have been handed a penalty following Raheem Sterling’s challenge on Ander Herrera in the second half.
“We don’t have the luck,” Van Gaal said..
“I’ve seen on the video that Herrera should have had a penalty, but the referee did not give us the benefit because it was difficult to see.
“You can see clearly he [Sterling] didn’t touch the ball and touched the legs of Herrera. But we are not having the luck this season.
“I can imagine it was difficult for the referee. It’s not a big issue, it is not the first time but that is that.”
Van Gaal was disappointed that his side failed to break down City.
He added: “I am disappointed, I have told my players that.
“When you play 90 minutes, where you are concentrated and focused like we were, then I am proud. But we are still two points behind City so it’s disappointing.
“They [City] have the right to play compact and they have done it. They have a fantastic team on the counter and we had to defend against that as well in a very professional way.
“I cannot complain, I am only disappointed. We did not have the luck.”