Depay has not played since limping off during the Netherlands' Nations League match against Poland on September 22nd, and has played less than 150 minutes for Barcelona this season.
But Van Gaal had already said his top scorer would be certain of a place as long as there was a chance of him playing during the tournament.
Xavi Simons has made a strong impression since his move from Paris St Germain to PSV Eindhoven this summer, scoring eight goals in 13 league matches.
Van Gaal sprung a surprise in goal by leaving out Cillessen, who rejoined his old club NEC Nijmegen from Valencia this summer in the hope of reviving his international career.
Squad:
Goalkeepers: Justin Bijlow (Feyenoord), Andries Noppert (Heerenveen), Remko Pasveer (Ajax Amsterdam)
Defenders: Nathan Ake (Manchester City), Daley Blind (Ajax), Virgil van Dijk (Liverpool), Denzel Dumfries (Internazionale), Jeremie Frimpong (Bayer Leverkusen), Matthijs de Ligt (Bayern Munchen), Tyrell Malacia (Manchester United), Jurrien Timber (Ajax), Stefan de Vrij (Internazionale)
Midfielders: Steven Berghuis (Ajax), Frenkie de Jong (Barcelona), Davy Klaassen (Ajax), Teun Koopmeiners (Atalanta Bergamo), Marten de Roon (Atalanta Bergamo), Xavi Simons (PSV Eindhoven), Kenneth Taylor (Ajax)
Forwards: Steven Bergwijn (Ajax), Memphis Depay (Barcelona), Cody Gakpo (PSV), Vincent Janssen (Antwerp), Luuk de Jong (PSV), Noah Lang (Club Brugge), Wout Weghorst (Besiktas)
