But Aras Ozbiliz levelled the scores on the night before Toby Alderweireld's late winner earned four-time European champions Ajax a morale-boosting win.
Ferguson acknowledged that his team will have to play much better if they are to progress to the final.
"Ajax are fantastic in terms of keeping the ball," he added.
"Their first goal I thought was a handball [in the build-up] but, although they had a lot of possession, they didn't look like scoring.
"But that goal gave them confidence and we only had one shot in the second half. I thought we were very poor in the second half."
Ferguson is hoping Wayne Rooney, who missed the second leg because of a throat infection, will be available to face Norwich on Sunday, a game which could see Ryan Giggs make his landmark 900th appearance for the club.
United will face Athletic Bilbao at Old Trafford on 8 March before travelling to Spain for the deciding leg on 15 March.
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