The Northern Irishman makes his first visit to United with Sunderland on Saturday.
"There was a question to him last week which was absolutely ridiculous," Sir Alex said at his Friday press conference.
"A journalist or a TV guy asked him if he still had self-belief. Martin O'Neill has won three titles with Celtic, he's taken them to a UEFA Cup final, he's been at Aston Villa, he's been at Leicester City what a silly question.
"It's an insult, an absolute insult to him. And I'm glad his chairman is supporting him because he's an outstanding manager."