United face Everton in the FA Cup semi-final at Wembley three days later but league points are Van Gaal's immediate priority, rather than the prospect of some silverware.
"We have to win. We need to win. It is too important a game to rotate. We have to win. We can only apply pressure by winning," Van Gaal told a news conference on Tuesday.
Despite a stuttering campaign United are still in the hunt for a top-four finish and a chance to qualify for next season's Champions League.
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With five games left they are fifth, four points behind Arsenal and Manchester City. City play Newcastle United later on Tuesday, while Arsenal play West Bromwich Albion on Thursday.
"It is much more important to win this game than it is for Arsenal or City. They have a four-point gap," he said.
Palace still need points to be absolutely safe from relegation but are also in FA Cup semi-final action at the weekend against Watford.
"They are also in the semi-final and maybe they are thinking about that game," Van Gaal said.
Van Gaal added that he had no new injury worries ahead of the Palace game, although he was wary of overloading in-form teenage striker Marcus Rashford.
"I want to keep him fresh but he is in the momentum of scoring and that is very important for him but also for the team," the Dutchman said.
(Reporting by Martyn Herman; Editing by Toby Davis)
