The Red Devils were humiliated to the tune of 4-0 at Stadium:MK after Will Grigg and Arsenal loanee Benik Afobe each bagged a double on a sorry night for the Dutchman, who remains without a win after his first three games in the hotseat.
But Van Gaal told Sky Sports: "[Fans need] to believe in our philosophy. We are building a team that you cannot make one month and not in one year.
"It's very disappointing but I hope they shall maintain their confidence in the club and in our philosophy because that philosophy takes time."
The United boss stood by his team selection after the game, with nine injuries forcing him to pick a team featuring several youngsters as well as fringe players such as Anderson.
Van Gaal contineud: "When you see the goals against us, I believe there were big errors of our own situations. We cannot make these errors.
"It is very difficult to come back from 2-0. [In the] second half we created chances but didn't have luck to score – but we created a lot of chances. Out of another error it is 3-0 and then 4-0. We made a lot of risks in our play and change the system to be more of a one-versus-one.
"I have no regrets. We have to analyse the problem and you have to change your methods. We have done that and I think our methods were good but also it was risky to play one against one, therefore Milton Keynes could score."