Depay has enjoyed a fine season with PSV, helping them win the Eredivisie with 20 goals in 27 league appearances.
The speculation surrounding Depay has reached fever pitch in recent weeks, with Man United, Paris Saint-Germain, Bayern Munich and Liverpool all said to be interested in him.
It was inevitable that van Gaal would be asked about the situation but he batted away questions from reporters.
“I don’t discuss it with the media,” he said, before proceeding to discuss it with the media.
“You know my answer. I have a lot of relationships with players. I cannot buy all the players I have coached already.”
Van Gaal rarely discusses transfer targets and it was never going to be any different with Depay.
Although he may not be commenting on the subject publicly, fans will be hoping that the club are working behind the scenes to bring the player in. Aged just 21-years-old, Depay has bags of potential and would give United a huge injection of quality should they sign him.