Pelle has been a success for Southampton, scoring nine goals in all competitions - six of those in the Premier League - since reuniting with former Feyenoord boss Ronald Koeman in a deal reportedly worth £8million in July.
The 29-year-old striker was also capped by Italy in October as a result of his stellar start to life in England.
But Pelle's exploits come as no surprise to Van Gaal, who signed the Italian during his time in charge of Eredivisie outfit AZ Alkmaar in 2007.
"I am not surprised [at his success] because I bought him at AZ as he was an attacking point," said Van Gaal ahead of Monday's trip to St Mary's.
"I've said about [Robin] van Persie that I like strikers who are an attacking point, not only a striker who scores goals.
"He is also very creative. He is always seeing the third man. Van Persie is also always seeing the third man.
"Those kind of strikers are the ones I like. So it is not surprising. It may be surprising that he scores nine goals - that is a lot - but he can do it. I knew that.
"I had Shota Arveladze, one of the best strikers I have trained in my career. I have trained a lot of strikers but he was one of the best and he had to compete with him.
"So that was not so easy for him but later on he came in the squad and showed his capacity but later on he showed that much more and when Koeman bought him - because he was also manager of AZ - he took him with him to Feyenoord and he explodes. It is fantastic for him."
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