It is a match they enter as overwhelming favourites, with Argentina or neighbours Belgium lying in wait at the semi-final juncture.
Van Gaal is confident they will get through Saturday's last-eight clash in Salvador, but laughed off suggestions that the Dutch are feeling under pressure given Costa Rica are seen as having nothing to lose.
"Well, I may have some news for you - the Dutch media did not expect that we would get this far either," the Holland coach said.
"Everything we are achieving now should be fantastic for the Dutch media, but that is not the issue. The issue is our own objectives, our goal.
"Our goal has always been to become world champions and we have already said we are a team which is very difficult to beat.
"We're not a great team, but a team which is difficult to beat. So far we have shown that and I hope we can continue that up to and including the final.
"That Costa Rica are considered to be a less strong team, that is by the media. That is not our words, we are not saying that."
Van Gaal's suggestion that Holland are "not a great team" will raise some eyebrows, especially as they thrashed reigning champions Spain 5-1 in their Group B opener.
They return to the scene of that triumph, the Arena Fonte Nova, for the quarter-final, ahead of which one reporter suggested that perhaps the coach was guilty of underestimating his own team.
"Well, perhaps, yes, you may be right," he said.
"But we have always said since the preparation for this World Cup that it will not be the best or most fantastic team that is going to win, but the best 23 players will win this.
"We all have one goal, we are all supporting each other, complementing each other. That's what the Dutch team is, all 23 players.
"We've been able to achieve outstanding results and this is what we see.
"That will remain for the entire tournament, even if we lose. The Dutch team will fight right to the very last minute to become world champions."
Van Gaal sat alongside injured midfielder Nigel de Jong at the pre-match press conference, where the Dutch coach spoke about the importance of elder statesmen to his young side.
"We have four or five older players and the influence of these older players is quite substantial because we have a very young group of players," he said.
"It is pleasant for a coach, for a trainer, to have these players that will do everything it takes, who will also look after these players in the spirit of the trainer."
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