Ferguson says he felt "embarrassed" after Ferdinand chose not to wear a 'Kick it Out' t-shirt on Saturday.
Wilkins believes Ferguson is right to reprimand the former West Ham and Leeds defender.
"Sir Alex Ferguson has always been a very bold in supporting anything that's good for football," he told talkSPORT. "He came out in his press conference before the Stoke game and said that his players would wear the t-shirt.
"Sir Alex Ferguson is a great believer that we are all in it together. With a budget of £450,000, which is absolutely nothing, the 'Kick It Out' boys are working their socks off and they need the likes of Rio to back them.
"Sir Alex Ferguson has always been one for the team rather than the individual. When one does it, they all do it, and he will have been extremely disappointed with what happened."