Van Gaal is still waiting for his first win at the helm and felt United again displayed nerves on the back of an opening day defeat by Swansea and last week’s draw at Sunderland.
The Dutchman felt his team improved after half-time and was left to lament United’s failure to convert their chances at Turf Moor.
“We played much better in the second half and created more chances,” Van Gaal told MUTV. “But you have to score from those chances, and we didn’t do that. It’s a disappointing result.
“It was our mistake to fight with Burnley, even though they have fantastic fighting spirit. You have to play with the ball against teams like Burnley.
“I don’t think our confidence level was very high in the first half. But I think that’s normal when a club like United loses the first match and draws the second one.
“The pressure is higher and you have to cope with that. I could see in the first half that the players were very nervous to play the ball. We restored that in the second half, and maybe that will raise our confidence.”
United had a first-half penalty appeal waved away when Kieran Trippier collided in the box with Ashley Young, who also saw a late shot clatter into Ashley Barnes’ arms.
However, Van Gaal preferred not to discuss the incidents, saying: “We had more possession of the ball than Burnley but more free-kicks were awarded against us than in favour of us. I think that is remarkable.”