The Red Devils will return to league action on Sunday when they take on West Ham away from home in London.
United will head into the game at the Boleyn Ground on the back of a 3-0 home win against Cambridge United in an FA Cup fourth-round replay on Tuesday.
“I said that at the beginning of the week before the game against Leicester City, that this is an important week and we have to win all three matches,” Van Gaal told reporters on Friday, according to The Mirror.
"After we beat Leicester we were third in the league. After that, we beat Cambridge and we are in the next round of the FA Cup.
"Now, we have to continue and all of the players know that it’s true, but it’s not so easy because we have to play away in London against West Ham and it was a tough game in Manchester. It shall not be easy, but we want to continue. We have to win in London.”
Heading into this weekend’s round of matches in the Premier League, United find themselves third in the table with 43 points from 23 matches.
Southampton are just a point behind them in fourth, while Arsenal, Tottenham Hotspur and Liverpool are all within five points.
West Ham are not that far behind the Red Devils either, with Sam Allardyce’s side currently eighth in the standings with 36 points.
The London club have a strong record at home and winning will not be easy for United, who have picked up points in recent weeks without playing exceptionally well.