Ferguson's comments were made on Tuesday evening at the Citizens' Theatre in Glasgow, where he was the guest of honour at an 'An Audience With...' evening attended by family, friends and fans.
"Wayne phoned me on the day of the World Cup final and said he had a great idea," he is quoted by the Independent on Sunday.
"He suggested he could do a TV interview with Ronaldo and they could show everything was fine. I thought it would look stage-managed and said no. Instead David Gill and I flew to Portugal to meet Ronaldo. We told him we'd had a similar experience with David Beckham [after France 98].
"Ronaldo was concerned but not afraid [about coming back]. We said we'd put extra security on his house. He said he'd try it and see how it went. It's been no bother."