"We have made a bid and they've been trying to negotiate with other clubs," said Ferguson. "I don't have a gut feeling on it at the moment, I must admit.
"We're not getting any breakthrough with Arsenal.
"It's difficult to say why they're operating this way.
"I don't know what their thoughts are because they're not giving anything away."
There had been rumours circulating prior to Wednesday night's game that Van Persie was heading to Manchester for a medical.
It seems they were wide of the mark.
"I can't give you any more information," said Ferguson. "We just have to persevere.
"We are trying our best and hopefully it will come our way but there's no progress at this moment in time."