Van Persie left Fergie fuming with his failed spotkick.
But his late double salvo turned the game on its head and earned United a 3-2 victory, much to Ferguson's - and the former Arsenal striker's - relief.
"I was surprised because every time I have seen him take a penalty he rattles it in the corners," the United boss said of Van Persie, who has now reached 100 Premier League goals.
"He made up for it, though. He had six attempts on goal and was a real threat.
"His first goal was absolutely magnificent - the control and then to bury it away. It was a really, really good goal.
"His header was excellent too, but he has been a terrific player for us.
"I just thought we started the game so well and went a goal down when we were controlling the game. That puts you on the back foot a bit.
"We got an equaliser at the right time and that gave us time to organise ourselves and make sure we controlled the second half.
"It didn't go that way and I thought Southampton for the first 20 minutes were very good."