United endured a miserable campaign under Ole Gunnar Solskjaer and interim Ralf Rangnick before eventually finishing sixth in the Premier League.
Ten Hag has been appointed to oversee a rebuild at Old Trafford and Lindelof said the players must forget what happened last season and look to the future.
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"When you play at this club there are always going to be people who talk," he told ESPN.
"We want to play at a high level and play well and win games but I don't think the players care really. For me, the pressure I put on myself -- I am the most critical person of myself. I don't really care what other people say and I think the rest of the guys are the same.
"Of course, we didn't perform the way we wanted to but last season is in the past.
"I think everyone is trying to look ahead and everyone is excited to work with the new manager and learn his style of play. I don't think we want to look back, we want to look forward and try to perform better."
Lindelof and his teammates spent a week training with Ten Hag at Carrington before jetting out to Bangkok for the start of the summer tour of Thailand and Australia.
They kick off their preseason schedule with a game against Liverpool at the Rajamangala National Stadium on Tuesday and Lindelof said the Dutchman has already made his presence felt.
"The training sessions have really stepped up," the Sweden defender said. "On day one he was explaining what he wants us to do.
"He's very good at paying attention to the details and that's the biggest change.
"He has changed a lot. He has his style of play and he wants to implement those things. We've been talking a lot and practicing a lot of different things. It's been very, very good so far.
"I wouldn't say there's a list of rules but he demands a lot from us, on the pitch but also off the pitch. We are all professionals so it's not a problem."
Supporters have already noticed Ten Hag's approach of heavily involving himself in sessions and stopping training if he is not happy.
United staff have already dubbed the 52-year-old former Ajax boss "the conductor."
"It's very good and it's important for him to do that," Lindelof added.
"He's coming in and he wants us to play in a certain way so of course he has to communicate it to the players. If something is not right or if something is not the way he wants it he will explain it again and try to show what he wants."
Frustration in the transfer market has been highlighted by rivals Manchester City signing Erling Haaland and Kalvin Phillips and Liverpool signing Darwin Nunez but Lindelof insists United can still compete next season.
"I'm not really focused on other teams and what they're doing in the transfer market," he said.
"I don't read things. I just try to focus on myself and my team, that's the most important thing.
"[Liverpool and Man City] have been performing well but I have great belief in the players that we have and I think we can perform at a very, very high level. If we do things right and we work hard we can compete.
"We represent this amazing club and we want to compete for trophies. The aim for every footballer is to win so it's always what we're looking to do."