United were facing their first home defeat in 23 Champions League games after finding themselves two goals down to the Russians early in the second half.
Rooney, whose wife Coleen gave birth to baby boy Kai yesterday, was then introduced and - according to CSKA coach Leonid Slutski - changed the face of the game.
Ferguson said: "If you want excitement, come to Old Trafford. One of the great pleasures of being a manager here is when you get finishes like that.
"We went very open and kept being caught on the counter attack - but having said that, we should have been 4-0 up before they even had an effort on target.
"When they got their third goal it knocked us back a bit because we couldn't get our momentum back for ten to 15 minutes and their goalkeeper was fantastic."
Slutski said: "My team played well and our plan worked but there was no joy in the dressing room after the game."