MK Dons delivered a knock-out punch on United,beating them 4-0 to secure a surprise win over the Premier League team.
"I am not shocked because I know what can happen," he said. "A new team is not built in one month.
"I also think Milton Keynes played very well, very aggressively and they had a little bit of luck with the goals."
Although Van Gaal admitted that they made too many errors that gave the match away,he also noted that they were unlucky.
He said: "We made too many errors. I have no regrets about my selection but the changes were risky.
"I changed the way we played in the first half. We played one versus one over the whole pitch and when you see that. we created a lot of chances, but we were not lucky."
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