The rivals clash on Sunday at Old Trafford with United needing a victory to go above the Gunners, who still have a game in hand.
Van Gaal knows how hard it can be to qualify for the Champions League having squeezed past Skonto Riga with Barcelona in 1997 and is keen to avoid another play-off.
Despite having the likes of Luis Enrique, Pep Guardiola and Luis Figo, Barca went 1-0 behind to the Latvians at the Nou Camp and needed a last-minute winner from Hristo Stoichkov to edge the first leg 3-2 before taking the return fixture 1-0.
“We can say we have qualified for the Champions League, but that is not true,” the United manager told MUTV.
“Maybe Liverpool cannot chase us anymore but we have to play a game before the entrance into the Champions League and that game is always tricky.
???It is not easy. There are not existing any easy games any more. We can give pressure to Arsenal and that is what we want to do on Sunday.”
Although United would be seeded, they could face Monaco or Lazio in the play-off in August.
Meanwhile, the Dutchman is pleased with turning around his side???s home form compared to last season under David Moyes.
United lost seven times at home in the league last season but since their opening-day defeat to Swansea, have tasted defeat at Old Trafford just twice this campaign.
“I said at the beginning of the season, that we have to be so strong that everybody has the fear to come to Old Trafford,” Van Gaal said. “I think that we have succeeded in that goal.”