The 27-year-old Argentina international, who joined United for a British record transfer fee of 59.7 million pounds ($92.59 million) last year, was expected to travel to the U.S after being given extended leave following the Copa America.
However, British media have reported that Di Maria was a target for French champions PSG and that a deal was close for the former Real Madrid winger.
"He was not on the plane," Van Gaal told reporters after United's 3-1 win over Barcelona in Santa Clara on Saturday.
"(Fellow Argentine) Marcos Rojo was also not on the plane. He has had a passport issue -- for Angel Di Maria, I don't know why. I cannot say anything."
PSG coach Laurent Blanc did little to dismiss speculation with a move for Di Maria after his side were beaten in a friendly by Premier League champions Chelsea following a penalty shootout in Charlotte, North Carolina.
"There is a good possibility (he could sign) but there is nothing official," Blanc told reporters.
"There is an anticipation he is going to come to the U.S but as to which jersey he is going to wear, we don't know yet.
"If he does make a change hopefully it will be for Paris St-Germain."
($1 = 0.6447 pounds)
(Reporting By Michael Hann; Editing by John O'Brien)
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