Former Italy and Juventus star Pirlo was promoted to the top job in Turin last month just a week after being appointed coach of their under-23 side.
"I show you the cup and I don't discuss it with my friends of the media, who already sacked me for six months."
Substitute Jesse Lingard scores the winner in extra time as United come from behind to beat Crystal Palace.
"No, it is still not gone," Van Gaal said of a top-four finish following the final match of West Ham's 112-year tenure at the Boleyn Ground.
Rooney has scored five goals in his last four games, including last Sunday's winner in a 1-0 victory at Liverpool.
Van Gaal had overseen United's longest sequences of matches without victory since 1990.
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