Depay will play the final match of his PSV Eindhoven career against ADO Den Haag on Sunday before completing his ??25million move to Manchester United.
Depay has come to be regarded as one of the most feared wingers in European football after he followed up a successful World Cup by scoring 22 league goals for PSV.
With such scoring ability, stature and confidence, some in his home country have labelled the 21-year-old “The Dutch Ronaldo”.
The Holland international is flattered by the comparison to Real Madrid’s former United forward, although he wants to carve out a history of his own with the 20-time English champions.
“It’s an honour to have a name like that but you have to be real and I am down to earth,” Depay told Football Focus on BBC One.
“He is my idol and a big, big player – maybe the biggest in the world.
“I watched him a lot. I look at his free-kicks and how he moves, but I am Memphis and I am going to show myself.”
Van Gaal handed Depay his international debut in October 2013 and had no problem naming the player in his World Cup squad the following year.
In Brazil, Depay scored twice in five appearances in Holland’s run to the semi-finals, where they lost on penalties to Argentina.
Depay has grown close to Van Gaal during their time working together and the youngster has no problem accepting the 63-year-old’s tough love approach when it comes to training.
“I have a good relationship with him,” Depay said.
“In the World Cup he trained very hard and that is what I like.
“I learned a lot from him. He is very strict and that is what I like.
“If I do something good he is going to tell you, and that’s important, but also if you can do it better he is going to tell you that.
“I believe he can make me better. I am young and I want to be one of the best players in the world.”