Defenders John Heitinga and Gregory van der Wiel and goalkeeper Maarten Stekelenburg were also omitted by Van Gaal for the same reason.
"It was difficult to follow our criteria but only in the case of Robben was there a temptation to call him," Van Gaal told reporters.
"But I didn't and that will give other players the opportunity to prove if they can reach their club level at this stage as well."
Playmaker Sneijder joined Turkish side Galatasaray during last month's transfer window after being sidelined for four months at Inter Milan through injuries and a contract dispute.
AS Roma's Stekelenburg had hoped to secure a loan move to Premier League Fulham but the deal fell through when the Serie A club failed to find a replacement.
"This transfer window was especially important for Stekelenburg and the Dutch team but the outcome was not positive," added Van Gaal.
"Maarten is possibly the best Dutch keeper but then he has to show it and that is something that did not happen for a long time."
Daley Blind, son of Van Gaal's assistant Danny Blind, and Swansea's Jonathan de Guzman received their first call-ups to the Dutch squad.
The Dutch, who top the 2014 World Cup qualifying Group D with 12 points after four matches, will host Italy on Wednesday.
