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But one big regret he does have involves the South Korean winger Park Ji-Sung.
The now-retired former international was often deployed by Fergie when it came to big matches. When he wanted to stifle the opposition's playmaker, Park would famously produce the goods on numerous occasions.
In fact, Park did his destroying act several times on route to their victorious Champions League run back in 2008, but didn't feature in the final against Chelsea.
That decision to leave him out still irks Ferguson every day.
Speaking in an interview with MUTV, Ferguson explains: "To win the European Cup is fantastic. It was a really great bunch of players with a great attitude about them and a good, strong squad.
"My problem in the 2008 final, maybe I even regret it to this day, was I left Ji-sung Park out completely in the final.
"He'd played such a great role and that's the problem when you get to these finals.
"At Wembley [in 2011] I did it to Dimitar Berbatov and he took it badly. He didn't deserve it. No player deserves to be left out of the final.
"That's why we try hard at these European seminars with the coaches to try to get 11 subs in the final.
"You've got four or five sitting in the stand who made fantastic contributions in getting there."
Any Manchester United supporter will know too well the contribution Park made during his time at the club.
The South Korean's influence was priceless and for many, one partiuclar game sums up his unbelievable tenacity and energy in the middle of the park.
"Your job today is not about touching the ball, it's not about making passes, your job is Pirlo. That's all. Pirlo."
Manchester United manager Sir Alex Ferguson certainly made his intentions clear ahead of the club's Champions League last 16 clash against AC Milan in 2010. Andrea Pirlo was a game-changer but so was Park Ji-Sung. He needed him more than ever. And he delivered.
Known for his incredible work rate, the midfielder went on to produce a typically no-nonsense display in the two-legged tie, following his manager's instructions with perfect precision.
In fact, in the second leg at Old Trafford, the Italian playmaker made just 21 passes.
"I'm sure Pirlo expected to wake up and see Park Ji-sung in his bed!" - @rioferdy5- Football on BT Sport (@btsportfootball) June 10, 2020
Sir Alex knew he had to do something to slow down AC Milan's conductor, and he knew the man for the job...
:flag_kr: Park Ji-Sung :vs: Andrea Pirlo :flag_it:
A classic Champions League player battle! pic.twitter.com/PGoBLMoSLl
United dominated the tie and went through 7-2 on aggregate but it was Park's efforts in the middle of that park that made all the difference. He man-marked Pirlo out of the game, tracking his every move like a guard dog. It was a masterclass in defending.
"I'm sure Pirlo expected to wake up and see Park Ji-sung in his bed!", said Rio Ferdinand years later.
Is he the most underrated player in Manchester United's history?
Let us know in the comments.
Featured Image Credit: PA
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