The former Barcelona boss bemoaned the lack of a creative spark as his side drew 1-1 with Sunderland but couldn't be drawn on whether a move for the Real Madrid star was close.
Goal UK sources report that the Red Devils are nearing a deal for the Real Madrid winger, with Los Blancos boss Carlo Ancelotti saying the 26-year-old already has said goodbye to his teammates at Santiago Bernabeu.
Van Gaal says he would like to sign Di Maria but noted that simply being fond of a player doesn't bring that player to Old Trafford.
"I think always the club has to announce it," the Dutchman told Sky Sports. "When we think it is the right time then we will come to you. At this time we cannot say anything.
"Yes, [I like Di Maria]. But I like Messi also and Vidal also. There are a lot of players who I like. But they cannot always come to Manchester United."
The former Netherlands coach was speaking after his side's 1-1 draw against Sunderland and he believes his team is lacking a creative spark.
Juan Mata gave the Red Devils the lead before Jack Rodwell's header leveled matters, leaving the 20-time English champion without a win from its opening two Premier League matches of the season.
"I think that in the first half we played an equal match with Sunderland," Van Gaal said. "We didn’t create so much.
"But we have already warned our players about giving set pieces away, and then they go and score from a set piece. That’s disappointing."
"In the second half we played much better but in the final third we lacked the creative pass," he continued. "Last week [against Swansea City] we created more chances. Football has been played for creating chances.
"I have to say probably we had more ball possession and were more dominant than the last match. But you have to win your game and we couldn’t."