Memphis Depay put the visitors ahead in the first leg of their Europa League last-32 tie, but Pione Sisto and Paul Onuachu gave the hosts victory.
Van Gaal, already without 13 players, lost David de Gea during the warm-up and used an adage that means anything that can go wrong will go wrong.
"It is the law of Murphy I think," the Dutchman told BT Sport.
"A lot of things are happening in the heads of the players and in the first 10 or 15 minutes we were not so good."
Van Gaal felt his side improved as the first half went on and could have scored more goals.
But he added: "In the second half we didn't win any duels, any second balls. You cannot afford a second goal, but we could have scored also.
"Jesse Lingard had two remarkable chances."
At the end of the game, United fans in the MCH Arena made it clear they were not impressed with their side's display.
Van Gaal accepted the second-half performance was not good enough, but defended the attitude of his players.
"The fans can criticise," he said. "They can do it because when you see the second half, maybe they are right. We have to improve and then the fans shall support us again.
"All the players want to perform in an excellent way. It is not a case of attitude. We were not winning the second balls - that is my analysis."
United's next game sees them face League One side Shrewsbury in the FA Cup fifth round on Monday night at New Meadow, looking to avoid an upset and a third consecutive defeat in all competitions.
The Manchester Evening News called for Van Gaal to be sacked immediately in an article written by their United reporter Stuart Mathieson.
"I wrote 'enough is enough' after the dire display against Southampton less than a month ago believing it couldn't get any worse and that it shouldn't be allowed to," he wrote.
"But then this came this Joke in Jutland."
Chief football writer for the Times, Henry Winter, told BBC Radio 5 live that the performance was appalling.
"It's definitely tick-tock time," he said.
"The press box there is very close to where the Manchester United power brokers were sitting. There was just a look of complete shock and horror on the face of Ed Woodward, the executive vice chairman, who will effectively be the person along with the Glazers who make the decision."
Former England captain Alan Shearer told BBC Radio 5 live that United have been "pretty awful to watch" this season.
He added: "They're not very good, that's the problem - they haven't entertained their fans, which of course at that football club you have to do and Van Gaal hasn't.
"The lack of leadership in that team is alarming - I know Rooney is in there and he missed out last night but there's no screaming and shouting at other team-mates to tell them what to do.
"With the injuries now with De Gea pulling out in the warm-up last night - Shrewsbury will be rubbing their hands together thinking they've got one hell of chance in the FA Cup on Monday."
De Gea hobbled out of the warm-up with a knee problem, but Sergio Romero proved an able deputy - making several fine saves.
Van Gaal was unable to say how long his first-choice goalkeeper would be out for.
He said: "We have to wait for a scan, then maybe we can say more but it was a big surprise."
Manchester United manager Louis van Gaal put his side's 2-1 defeat by FC Midtjylland down to Murphy's law.