In their FA Cup win over West Ham United, Wayne Rooney's failed effort from the spot at Old Trafford, blazed high over the bar in the 79th minute, leaves United with a record of four penalties scored and five missed for the season so far.
Asked about that after the game, Ferguson told MUTV: "I don't think it is just one of those things.
"I think we have to improve at that.
"There have been several great examples over the years - (former Southampton midfielder) Matthew Le Tissier scoring 47 out of 48.
"A penalty kick is your opportunity to take advantage of a foul or a handball or whatever and score a goal."