United defeated Chelsea at the Luzhniki stadium in a dramatic penalty shoot-out. Cristiano Ronaldo had put United in front with his 42nd goal of the season but Frank Lampard hauled Chelsea level with an equaliser on the stroke of half-time.
"The biggest disappointment of the season is that we didn't do the Treble," said Ferdinand.
"Maybe I'm being greedy but Portsmouth had one shot on goal and we had a lot of chances. But that is part and parcel of playing football and you can't have it all.
"But next season we want to be winners again, we have done the double this year and we want to comeback stronger. I am sure the manager will make moves in the transfer market and add to an already fantastic squad."