Ferguson was asked about trying to sign Gerrard earlier in the midfielder's career.
"Don't ask … it's not a question that," he says with a roguish grin. "Imagine me going to bed having taken Gerrard from Liverpool? Christ Almighty."
The image conjured is of half a city hunting down Sir Alex for abducting their hero. Is it a pity that a player of Gerrard's class has never won the league?
"I don't think it's a pity. Are you joking? Bloody hell."