Ferguson, who has spent all his career at his boyhood heroes with the exception of a short spell at Blackburn, explained that Zenit made an approach for him at the beginning of 2007.
However, the 29-year-old explained that no talks were held as a move abroad did not appeal.
"There was interest from Zenit, but I didn't even need to speak to them about it. I just knew moving to Russia wasn't for me," Ferguson told The Sun.