It proved to a dramatic send-off for the Boleyn Ground with Slaven Bilic's side taking the lead early on through Diafra Sakho but a second-half brace from Anthony Martial looked to have sealed a essential three points for the Red Devils.
However late headed goals from Michail Antonio and Winston Reid ended the Hammers 112 year stay at the famous ground in style.
The defeat has seriously hindered van Gaal's hopes of finishing in the top four with two points separating them and Manchester City going into the final game of the season but the Dutchman failed to write off his sides chances of Champions League football.
He told Sky Sports that is the 'same story" and that the side "don't have it in our hands" but admitted that it is "still possible" and that they cans still "catch Manchester City" as their game with Swansea City will be "not so easy for them".
Van Gaal continued saying that the defeat is a "missed opportunity" and that they had to "cope with it".
Ugly scenes tarnish beautiful goodbye
The emotions at the East London ground boiled over before kick-off in the worst possible fashion with United's coach been attacked by fans outside the ground which delayed the kick-off until 8:30 but van Gaal refused to attribute the ugly pre-match scenes to his sides performance on the night.
He said that his side "gave set-plays away" and found "difficulties with set plays" and that when 2-1 up they needed to "keep the ball better".
Van Gall continued saying that Bilic's players "did everything to win" and that you could "see that from the first minute" and that his side "had to cope" with what was a "special game".
Manchester United will host AFC Bournemouth at Old Trafford on Sunday, May 15 with kick-off at 3pm BST.