United beat Chelsea to the £28m signing of Shaw last summer, but the teenager has struggled during his maiden campaign following his arrival from Southampton.
Shaw has suffered from a series of injuries since his transfer, and during last summer’s tour of the United States, Van Gaal criticised the player for turning up to pre-season out of shape.
However, the United boss recently gave his backing to the player when he said: “I believe in Luke Shaw.”
And the England international concedes he was delighted Van Gaal offered his support during such a frustrating time.
“I was really happy when I saw the manager had said that about me,” Shaw said.
“Just to know he’s got trust in me is something special and I couldn’t ask for any more.”
Van Gaal said Shaw was an example to the rest of the United squad with the way he battled back to full fitness following his problems over the summer.
But just after he returned, Shaw was sidelined with a hamstring injury and had to wait until September 27 to make his United debut.
The 19-year-old was ruled out for a month with an ankle injury in November and in March he was sidelined for five weeks because of yet more hamstring trouble.
His latest injury problem came on Saturday when he was carried off on a stretcher following a collision with Crystal Palace’s James McArthur.
“With all the injuries, it’s been quite hard,” Shaw said.
“My season hasn’t been the best but not the worst either.”
United’s 2-1 win at Palace means they are all but certain to finish in the top four this season.
Only a huge swing in goal difference over the final two games will allow Liverpool to snatch fourth place.
Shaw is looking forward to testing himself against the best players in Europe in the Champions League next term.
“As a 19-year-old boy, to be able to think that you’ll be playing in the Champions League next season is really incredible,” Shaw said.
“It’s something that I want to achieve but not just me, everyone else in the squad wants to achieve it too. It’s one of the biggest competitions in world and we all want to show what we can do on the big stage.”