The Oranje were knocked out in the semi-finals of the tournament after losing a penalty shootout against Argentina.
"Holland played a marvellous tournament," Van Gaal told reporters.
"Nobody could've imagined we'd come this far. Argentina are a world-class side with world class players and I'd like to point out we didn't lose against them."
Van Gaal is set to take charge of Manchester United and will meet with the squad for the first time when he joins them for the start of their pre-season tour to America next week.