The call comes from good friend Jim McLean, the legendary former Dundee United manager.
McLean revealed: "I said to my wife Doris after the penalty shootout Sir Alex should consider retiring now.
"To repeat that will be almost impossible.
"But there's no doubt physically and mentally he is sharp enough to continue. To repeat what he's done this year will be very difficult.
"Who knows, though. I think he'll stay on for a wee while yet.
"They keep saying he should resign at the top but he's like my wife - he never listens to me.
"I told him the same in 2004 but he went and signed a new deal."