The Premier League stalemate was the team's third 0-0 draw in a row, highlighting fans' frustration with Van Gaal's more deliberate style of play and his decision to sell three strikers and replace them with just one.
That was promising French teenager Anthony Martial who is not even an out-and-out striker, being played out on the wing for much of the game against Palace.
With Wayne Rooney continuing to struggle, the team's lack of penetration was exposed.
Palace goalkeeper Wayne Hennessey had only one save to make in the entire game, diving to his right to hold a Rooney free kick midway through the first half.
"Today when you're not creating so many chances, I cannot complain. Nevertheless, today we had chances we could finish, then you win this game. That is our history to now. So we have to improve that," Van Gaal told reporters.
"It can change in one match. And let it be against CSKA Moscow because we need a victory," said the Dutch coach, referring to United's game against the Russian side in the Champions League on Tuesday.
The 0-0 draw kept in United fourth place in the Premier League but with just 15 goals in 11 games this season, Van Gaal's side have scored fewer than any other team in the top four.
Palace manager Alan Pardew thought his side deserved to win the game having enjoyed more clear-cut opportunities.
"We really should have won it, we caused enough problems to have won it," he said. "It was a good day for Crystal Palace today."
Pardew offered Van Gaal his support.
"I can understand the pressure that's got to be on a Man United manager when they haven't scored for two or three games," he said.
"I really wish them good luck in the week because it's very important for the Premier League that they pursue and do well in the Champions League," he added.