The German outfit secured an early lead through midfielder Daniel Caligiuri, although a Juan Mata penalty -- his first Champions League goal since December 2012 -- levelled matters before the Spaniard’s exquisite flick set up skipper Chris Smalling’s second-half winner.
Despite both netting against Sunderland at the weekend as United surged to the Premier League summit, Rooney and Depay have been far from prolific this term and were guilty of wasting further chances last night in the eyes of Van Gaal.
“It was very difficult because Wolfsburg scored so early. Then we did very well and created a lot of chances. Rooney and Depay could have scored in the first half and then you finish in the game,” said Van Gaal, who guided Ajax to Champions League glory in 1995.
The Dutchman also claimed that United were showing signs of fatigue but were stoic in refusing to relinquish their grip on proceedings after Smalling’s strike.
“A lot of players are very tired, a combination of a lot of matches but how many chances did we give away? Maybe one,” added Van Gaal.
Victory saw United move second in Group B, with all teams now locked on three points after CSKA Moscow beat United’s opening-night conquerors PSV Eindhoven 3-2 in Russia.