Ferdinand, known for his outlandish takes through his YouTube channel, was not happy with Shaw's defending against Arsenal's Bukayo Saka in the game.
United lost 3-2, with Saka scoring a spectacular goal from long-distance while he was being marked by Christian Eriksen.
"I think Saka, my young player of the year, had Shaw scared. That's the first time I've seen Shaw look like, 'Oh, this guy has got my number'," Ferdinand told his FIVE YouTube show.
"He gave him far too much space a lot of the time, allowed him to run and get into the box before engaging with him because he didn't want to get beat. He thought if he tried to face him up he'd just shift it round him. But Shaw's been magnificent for United up to this point.
"I will say, if I was being picky with United, I thought maybe they should have brought on someone like (Alejandro) Garnacho with 15 or 20 minutes to go just to give Arsenal something to think about.
"They were so on us. They were all over us because they knew there was nothing threatening in behind late on. When it went 2-2, they were the team that said, 'No! We want to win this! We want to take all three points!'.
"We were sitting there and suffering. But at the same time, we have to say Manchester United have come a long way. Arsenal are further along in their development under this manager, they've had him for longer."