The hosts enjoyed 80 per cent of the possession and had 26 shots, but Chris Brunt’s deflected free kick gave Tony Pulis’ men victory, consigning United to a third-straight Premier League defeat for the first time since 2001.
Robin van Persie also missed a penalty for United as they pressed for an equaliser, and Van Gaal believes they should have converted at least one of their chances.
“We knew in advance that they would park the bus so we would have to deal with that,” he said.
“I think in the first half we didn’t create enough chances, but we had chances to score.
“In the second half we had enough chances to score. You have to finish and it’s now the third match in a row (we’ve lost), so we have to take care of that.
“When you are attacking all the match and you are not scoring, then it’s very disappointing.”
Van Gaal also hailed the performance of the visitors, who worked tirelessly in defence but also had a superb goalkeeping display from Boaz Myhill to thank.
“The defending of West Brom (was very good) – a fantastic goalkeeper today,” he added. “But the finishing was not good enough.
“OK, you can say a lot of things, but I’ve seen a team that fights until the end, that attacks for 90 minutes, and one free kick is enough to beat us.
“You know in advance that teams are doing that – it’s not the first time. But you can also say we were a little bit unlucky. That is not enough.
“You have to score from your possibilities, and the chances today were good enough for me.”
The result means United missed the chance to move temporarily into second place, and they are now just four points ahead of fifth-placed Liverpool ahead of their trip to Crystal Palace next Saturday.