The Spanish defender has been linked with a move way from United when the transfer window reopens in January, with Atletico Madrid the latest club credited with an interest in the highly-rated stopper.
Pique spent last season on loan at Real Zaragoza and impressed a number of clubs during his time in La Liga.
The 20-year-old, who scored his first goal for United in Wednesday's UEFA Champions League victory over Dynamo Kiev, is held in high regard by Ferguson and he insists the youngster is going nowhere.
"I am not surprised people are saying they are interested in him," said Ferguson.
"Zaragoza tried to buy him in the summer. They offered a lot of money for him. But no. The boy's future is here.
"I have no fears for him. The course we have set is a good one and there is absolutely no intention of letting him go."
Ferguson believes Pique understands that he will have to wait for his chance at Old Trafford, but is confident the young Spaniard will make his mark at the club.
"Waiting is not a problem for a 20-year-old. He will have many opportunities to play when I need to rest defenders and I have the great option of being able to play him in midfield or at right-back."