Despite being in his 10th season at United, Ferdinand has never won the competition.
Although he was at the club when they recorded the last of their 10 triumphs, against Millwall in 2004, the 32-year-old could not play as he was serving his suspension for a missed drugs test.
So, as far as the FA Cup is concerned, Ferdinand is empty-handed, the same as Michael Carrick, Patrice Evra and Nani, who all have a handful of Premier League titles and a Champions League to their names.
"Everyone likes to win the FA Cup once in their life," Ferguson said.
"Maybe it is for the players who haven't got medals, particularly someone like Rio Ferdinand.
"He mentioned to me last season that he hadn't got an FA Cup medal and I couldn't believe that given the length of time he has been at the club."
United have lost two finals since that Millwall game, to Arsenal on penalties 12 months later and against Chelsea in 2007, the first final to be played at the 'new' Wembley.
They have been back a couple of times, only to lose semi-finals against Everton and, last season, to Manchester City, their third round opponents at the Etihad Stadium on Sunday.
Beaten in their last two matches, against opponents who have opened up a three-point lead at the top of the Premier League, United find themselves in the unusual situation of being outsiders.
Not that it lessens the expectation in Ferguson's eyes.
"It doesn't matter what situation we are in, under normal circumstances I think we would be expected to get a result," he said.
To achieve it, Ferguson could do with Wayne Rooney being back on top form.
Rooney was the matchwinner the last time United triumphed in one of these contests thanks to his sensational overhead kick at Old Trafford last February.
However, much like United as a whole, he has looked out of sorts in recent days, turning in a poor performance at Newcastle on Wednesday after missing the home game against Blackburn, allegedly for disciplinary reasons.
Not that Ferguson was willing to elaborate on that, having already defended the striker against a charge of trying too hard on Tyneside.
"Trying too hard is not a crime," said the United boss, who revealed that he replaced Rooney with Anderson 20 minutes from the end of that 3-0 defeat purely to give the Brazilian some much-needed game-time in a match that was already lost.
So now, Ferguson must rebuild his team's confidence in an attempt to avoid a third straight derby defeat and what would be the first time United have suffered three losses in a row since 2001.
Once again, the quality of United's squad is a hot topic of debate amongst supporters.
Ferguson has defended his refusal to spend money on second-rate players who, when everyone was fit, would struggle to command a regular place in his side.
And he has dismissed the prospect of Frank Lampard leaving Chelsea this month as preposterous despite the midfielder's rocky relationship with Blues boss Andre Villas-Boas.
In fact, Ferguson does not believe there is that much wrong with his team given it is only a week ago that he was being asked to discuss how much progress had been made since that 6-1 mauling by Manchester City in October.
"Questions have been asked about us at the moment but it is only because we have had two bad results," he said.
"Only a couple of weeks ago everyone was talking about how our experience was going to be important on the run in. And I think it will be."
