The Reds were left shell shocked with the way they easily succumbed to Barcelona in the Champions League ago but the 30-year-old insists the players will be helping each other get over the defeat.
"You don't go anywhere near the boss with proper banter," he told ChannelBee.com.
"But you might try and put the ball through his legs while he's walking around the changing room - and he'll give you a clip around the ear for doing it.
"But you wouldn't really cut his socks or shoes up because I think you would be on the next bus out of Manchester.
"At United we've got quite a few people who are into winding people up. Wayne Rooney's obviously one of the main culprits, he's involved at all stages of wind-up material.
"Wes Brown or Darren Fletcher are normally the butt of his jokes. Wes now has to check his trainers before he puts them on because they could be sewn in half or the laces are gone.
"Darren Fletcher has this really nice, clean image but in the changing room he is usually involved in stuff like that, usually people's phones going missing."
Even current World Player of the Year Cristiano Ronaldo doesn't escapes the attentions of his team-mates.
"Ronaldo is quite a funny lad to be honest with you. People think, 'oh he's this and that' but Ronnie's got a good sense of humour," he added.
"If we start talking about his gear too much he gets a bit agitated so we hammer his gear, whether it's good or bad because we know that it gets to him."
But Ferdinand admits that there is one player who is never on the receiving end of anyone's jokes.
"We don't ever really touch anything on Scholesy (Paul Scholes). He's just too good a player and too nice a man," he said.
"You just don't go near Scholesy's stuff, simple as that. He's a living legend."
While Ferdinand also pointed out that another United legend made sure the younger players didn't get too confident.
"If a young kid is getting out of hand, Giggsy's (Ryan Giggs) the one with a little dry, sarcastic comment to make the lad go, 'oh, I'm a bit above my station here, I'll sit down and get back into my spot'," he concluded.