Van Gaal's Manchester United are big favourites to overcome Brugge in their Champions League play-off, which begins with the first leg at Old Trafford this week.
The Belgian side are 11-1 shots to beat United, but Vazquez believes it would be foolish for the hosts to underestimate their opponents.
"We are the smaller team but they have to be worried
We are playing with confidence and we can be dangerous tomorrow," Vazquez said.
Most of the players in the Brugge team will be unfamiliar to United fans, but Van Gaal knows about Vazquez.
The Spaniard was coming through Barcelona's famous youth academy, La Masia, during Van Gaal's two spells as head coach of the Catalan giants.
Vazquez has brief but positive memories of the Dutchman, who highlighted the 28-year-old as one of Brugge's main threats at his pre-match press conference on Monday.
"It's always nice to hear about the big ones," said Vazquez when asked about Van Gaal's positive comments about him.
"I met him in Barcelona
I was young, maybe 11 or 12 years old but my impression was that he was a really hard coach with a lot of character and personality, just like he is now.
"I didn't meet him a lot of times but I think he is one of the biggest coaches in football, for sure."
Brugge beat Panathinaikos 4-1 on aggregate to qualify for the play-off tie earlier this month.
The Belgians have lost just once in the league this term, but eight of their players are injured for Tuesday's first leg.
Source : PA
Source: PA