The former England boss recounted a tale from his first visit to Elland Road as Ferguson's assistant, which would have been the 1-1 draw on April 25, 1999 in the top flight.
Jimmy-Floyd Hasselbaink scored the Leeds opener in the 32nd minute before Andy Cole levelled things up 11 minutes after half-time.
Speaking to BBC Radio 5 Live, the former England boss said: “I remember with Sir Alex and going to my first Leeds game. We were going down Elland Road with the coach, with the bus, and everybody's giving us dog's abuse on the side.
“And you have got grown men, with children five, six-years-old on their shoulders, making signs and gestures, that's the men.
“And then you watch the kids following suit, same gestures, same routines.
“And Sir Alex says 'Look at that, Steve, that is a disgrace. Look at that, look at the kids. Gestures, it's absolutely ridiculous.'
“And I said 'Yes, I used to be one of them.' And he nearly threw me off the bus. He says 'You what?' I said 'I'm a closet Leeds fan.' He nearly made me walk the last mile to the stadium.
“The rivalry, the hatred."