The Red Devils were held at bay in difficult conditions by the League Two side, with the Dutchman concerned that his players allowed themselves to drop to the hosts' level rather than attacking the game as a squad of their stature, though arguing that "every aspect of the match is against us".
"We made the same error as against Yeovil and QPR," he fumed to reporters. "We played in the same style as the opponent and that we don't have to do. That was our error.
"[In the] second half, we played much better. We played on the floor and that's a different style. It was a pity we had to wait again until half-time but, in the second half, I was pleased.
"But we didn't score and I have to give credit to this club, of course. Cambridge United played very well, very well organised with heart and they fought 'til the end but we could have scored, I think, and now we have an extra match.
"We're still in the cup and that's the most important thing. I've seen before the big clubs lose against small opponents. It's because every aspect of the match is against us," Van Gaal continued in trying to explain the stalemate.
"We have to come here. The pitch is not so good, that can influence that you play in another play style. The opponents are always giving a lot more than normal. Defending is always easier than attacking. You have seen the referee, it's always the same. Everywhere I've coached these games, always the same.
"I know it's very difficult to beat such an opponent in such circumstances. I said the same before Yeovil Town. We know everything is against us but you have to survive and I know also that attacking is much more difficult than defending.
"But in the first half we passed 45 minutes without doing what we have to do. Second half, okay, we could have scored, [Robin] van Persie could score, [Radamel] Falcao could score - but the goalkeeper was good."
