In a fixture that many expected United to win with consummate ease, Van Gaal's men were humiliatingly knocked out of the League Cup at the second-round stage by their League One opponents.
That the Dutchman made 10 changes from the side that drew 1-1 with Sunderland in the Premier League on Sunday should have meant little, with a team featuring the likes of Jonny Evans, Javier Hernandez and Danny Welbeck fielded.
Yet things did not go to plan at stadium:mk on Tuesday as the hosts sealed a memorable triumph, Will Grigg and Benik Afobe both scoring doubles.
Despite still seeking his first win after three games, Van Gaal has called for belief in his methods.
He told Sky Sports: "They (the supporters) have to believe in our philosophy. We are building up a team, which you cannot do in one month or even one year.
"It is very disappointing but I hope they shall maintain their confidence in the club and our philosophy. That philosophy takes time."
Van Gaal, who refused to be overly critical of his side, blamed the defeat on errors at critical points.
He added: "It was a matter of making errors at the wrong moments. When you see the goals, I believe they were big errors that you cannot make.
"I don't regret making the changes. You have to analyse the problem and I think the changes were good.
"I have seen them trying to do their best so you cannot expect more. We were unlucky because they scored because of our errors."
The result also took the gloss off a day that saw United break the British transfer record to sign Real Madrid's Angel di Maria for £59.7million.
Speaking about the new arrival, Van Gaal added: "I think he shall contribute very much in our way of playing.
"He is a creative player and I can change the system with him because he can play on the wing and in midfield."
