Argentina defender Rojo was confirmed as a United player last week in a move that saw winger Nani re-join Sporting Lisbon on loan until the end of the season.
Rojo has been unable to make his debut for the Premier League club as yet due to red tape and United manager Van Gaal had not envisaged such a delay.
"Rojo is working on his permit because he has to go abroad for that." he said.
"The difference between Angel di Maria and Rojo is that he has an Italian passport and Rojo does not.
"He has an Argentinian passport and he has to work for it. Now he is abroad in Madrid to work at the embassy, but it takes more time than we expected."
Di Maria, a British record signing from Real Madrid this week, is poised to make his United debut at Burnley on Saturday.
