City's prospective new Arab owners have set their sights on winning the Premier League title and the Champions League.
"I can't be worried," said Ferguson. "There's always challenges in football.
The Abu Dhabi United Group funded City's stunning capture of Brazilian forward Robinho from Real Madrid for a British record fee of £32.5m on transfer deadline day.
That came after they had failed in a bid to hijack United's purchase of Tottenham striker Dimitar Berbatov.
"They can talk," said Ferguson with a smile.
He added: "We have a good set-up ourselves. We have been working for years to build the team we have got."