The Champions League second-leg clash will begin with aggregate scores locked at 0-0.
Ferguson said: "We are experienced enough to do what we are doing at the moment and that is taking each game as it comes. That's why the focus is on Marseille because we know it is going to be a hard game.
"It is nice to have a bit of apprehension about big ties, though. European games are always that way.
"It won't be any different. We are playing a very experienced, powerful Marseille team. We will have to play well.
"I thought Marseille were going for the 0-0 at home I must admit. Maybe they are the ones who are confident. They are a good team, who will try to hit us on the counter.
"In these games at Old Trafford and a home match in midweek it is always a terrific atmosphere. That does help us and hopefully we will get the result we want."