Although he completely changed the team which beat Chelsea on Sunday, Ferguson still named six full internationals in his starting line-up, including £34million duo Nani and Anderson.
Yet the Red Devils totally failed to impose themselves on the contest and ultimately fell to a goal in each half from Malta international 'mosquito' Michael Mifsud, whose bite certainly left Ferguson in pain.
"I did not expect that at all. I am not interested in giving reasons or mitigating circumstances. It was just a very bad performance."
After spending the last 18 months hailing his emerging talent, Ferguson could scarcely understand what went so badly wrong.
Aside from Nani and Anderson, both of whom were major disappointments, Chris Eagles was also poor, as was Dong Fangzhou, who came closest to scoring for the hosts with a header Coventry keeper Andy Marshall pushed wide just before Mifsud fired home his second.
"We have trumpeted these young lads a lot, so what has happened was a big shock for us all," admitted Ferguson.
"You want to give these boys a chance and we have not had the opportunity to do that.
"The number of Coventry fans who came made it a real cup-tie atmosphere and maybe that was an issue for some of our players because in the first half, we were second to every ball."
The Sky Blues' 11,000-strong travelling army was a reminder of their Premier League past.
Yet Iain Dowie and his side currently find themselves in the middle of the Championship, thereby becoming the first lower league side to beat United at Old Trafford since York City famously knocked three goals past them 12 years ago.
"This will go down as a great night for Coventry," said Dowie.
"I have been here as a player and a manager and never done that well, so hopefully this result will give us all some belief because I felt we deserved it."