Seydou Doumbia gave CSKA the lead in the 15th minute in Moscow after David de Gea had saved Roman Eremenko’s penalty, given away by Martial.
But the French teenager made amends 20 minutes into the second half when he headed home Antonio Valencia’s cross.
The result left United second in Group B on four points, two points behind leaders Wolfsburg after three games.
And Van Gaal revealed that he expressed his disappointment at the performance at the break when addressing his players.
Van Gaal told his post-match news conference: “[At half-time] I just gave my advice to the players about how we could win the game because that’s more important than just being angry.
“A reaction like Martial – yes, it was stupid, but it happens and we are all human beings.
“Angry is not the right word, maybe disappointed because we were playing too slowly in ball possession.
“We had a lot but you have to create something from that and we didn’t create much.
“That’s why I changed the shape and players and I think the second half was a better half and we deserved to draw and maybe also to win.”
United now turn their attentions back to Premier League affairs and their Manchester derby clash with local rivals City at Old Trafford on Sunday afternoon.
Van Gaal’s men are third in the table and two points behind their neighbours.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news