United won their third successive game at Old Trafford on Sunday after goals from Di Maria and Radamel Falcao - coupled with an outstanding display from David de Gea - earned them the win.
Speaking after the match, van Gaal said there were still things the Argentine had to improve but added, "When you give assists and also score goals, what more can you ask of a player?"
The British-record signing has been fantastic since he moved from Real Madrid in the summer, and he continues to be United's creative catalyst like no other player since Cristiano Ronaldo's time at the club.
Shaw left the field with 19 minutes to play, replaced by Tyler Blackett, and the United boss revealed the reason for that decision.
Revealing that Shaw had a dead knee, the Dutchman added, "He could have made it worse, so that's why he stepped out."
Van Gaal says Di Maria still has to improve, but adds: "When you give assists and also score goals, what more can you ask of a player?"— Manchester United (@ManUtd) October 5, 2014