Van der Waals materials exhibit intriguing structural, electronic, and photonic properties. Electron energy loss spectroscopy within scanning transmission electron microscopy allows for nanoscale mapping of such properties. However, its detection is typically limited to energy losses in the eV range—too large for probing low-energy excitations such as phonons or mid-infrared plasmons. Here, we adapt a conventional instrument to probe energy loss down to 100 meV, and map phononic states in hexagonal boron nitride, a representative van der Waals material. The boron nitride spectra depend on the flake thickness and on the distance of the electron beam to the flake edges. To explain these observations, we developed a classical response theory that describes the interaction of fast electrons with (anisotropic) van der Waals slabs, revealing that the electron energy loss is dominated by excitation of hyperbolic phonon polaritons, and not of bulk phonons as often reported. Thus, our work is of fundamental importance for interpreting future low-energy loss spectra of van der Waals materials.