The Bianconeri fell to goals from Nene and Alessandro Matri, but Amauri felt he deserved a penalty when it was still 1-0.
"After the defeat in Bordeaux I was angry with my players," said Ferrara. "Today I am still angry, but not with them, because in the second half they did everything they could to equalise and even win.
"In the first half there weren't any real risks and we were only threatened by that stunning goal scored by Nene.
"After the break Cagliari were pinned back into their own box, but the result still says 2-0. This defeat stings because we played good football and deserved a point, so we go home empty-handed and very annoyed."
Ferrara added: "We had a lot of chances today and Federico Marchetti did very well to deny Del Piero and Diego, while our best opportunity was that penalty incident. It was a clear foul on Amauri, yet all we got out of it was a yellow card for dissent.
"In my eyes that was a penalty, we haven't received a spot-kick for seven months. Hopefully at least next week we'll get a less obvious decision against Inter.
"I have always said up until now we deserved all our defeats, but that was not the case today and it has made me really cross."