Angel di Maria, Ander Herrera, Wayne Rooney and Juan Mata were all on the scoresheet for United in a match that also saw Radamel Falcao, Daley Blind and Marcos Rojo make their debuts for the former Premier League champions.
"When you win 4-0, you can be happy, but you always have points that you can improve. I am very happy because of the result and the way we played. We were very dominant and another clean sheet was also very important," Van Gaal told Sky Sports News.
"The result is fantastic, but we can improve. It was a very good start."
United face Leicester City in the league next weekend, hoping to build on their first victory under Van Gaal's management.