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Ferdinand is part of BT Sport's punditry team for Liverpool's lunchtime trip to Craven Cottage and before the game, spent time taking pictures and signing autographs with supporters.
But the Manchester United legend politely declined to pen his signature on the top of a fan who was in the Fulham section but wearing the new Liverpool home shirt.
Ferdinand filmed the exchange and posted the clip on social media. The fan can be heard asking the former England defender, "Can you sign this?" - to which he replied, "He's just asked me to sign a Liverpool shirt, are you crazy?".
He then added, "I can't sign it, I can't sign a Liverpool shirt man".
The fan's friend had an item signed but when Ferdinand was told he is a Liverpool fan, he joked, "Give me that back!".
Ferdinand played 455 times for Liverpool's rivals United after joining from Leeds in 2002 and went on to win six Premier League titles.
However, he has previously gone on record to reveal an admiration for Liverpool when he was growing up.
"As a kid, Liverpool were the team that were doing well, with the likes of John Barnes and John Aldridge, and United weren't really winning anything," he told MUTV back in 2009.
"On my estate [in Peckham], all my mates were Liverpool fans.
"But I was more a fan of players than clubs. Players like John Barnes, Paul Ince, Paul Gascoigne.
"But as soon as United came in for me, it was a no-brainer. I feared that, if I didn't take the opportunity, I might never get it again."
Liverpool found themselves 1-0 down at half-time to Fulham after Aleksandar Mitrovic bullied Trent Alexander-Arnold and headed home the opener.
Featured Image Credit: Image: Twitter/@rioferdy5
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