The Dutchman named a largely youthful side, which nonetheless included first-team regulars such as David de Gea, Javier Hernandez and Danny Welbeck, for the second-round clash.
However, his charges were comfortably beaten by their third-tier opponents as Van Gaal's wait for a victory as United manager continues.
With one point from two games in the top flight, Van Gaal called for patience as he seeks to rebuild confidence at Old Trafford following a difficult 12 months, which saw predecessor David Moyes depart after less than a season in charge.
"I'm not shocked because I know what can happen," the former Netherlands coach said.
"We had nine injuries and played again within 48 hours [of Sunday's 1-1 draw away to Sunderland]. So I had to look at the second team and youth players for this match.
"It's very difficult when you start as a manager in the Premier League with a home match loss, then a draw and you lose in a cup match.
"It's difficult for the fans to believe in the philosophy of Louis van Gaal but you have to do that because I'm here to build up a new team and a new team isn't built in one month."
United had been boosted earlier in the day by the arrival of Argentina international Angel Di Maria from Real Madrid on a five-year deal.
Having broken the British transfer record to sign the midfielder for £59.7 million, Van Gaal hinted he may alter his formation to suit the 26-year-old.
"The process needs time and we shall see if, with Di Maria, we have to change the system or not," he added.
"I spoke with him [Di Maria] in our hotel before we left for this game. He said he was physically well and will train with us tomorrow, but I have to see if he can play against Burnley."
