The Spaniard has lead Manchester City to two consecutive Premier League titles, as well as three League Cups and the FA Cup.
Asked by Robbie Savage on 606 about who he would like to have worked under, Ferdinand replied: "Pep Guardiola."
He added: "The way that he coaches would have suited me perfectly. I would have loved to have played under him in a way that you start the attacks.
"I used to come off the pitch sometimes and me and [Nemanja] Vidic would have been walking down the tunnel and we've won three or four nil and I'm fuming.
"He's asking me what's wrong and I'm saying I hadn't touched ball. He'd say: 'Rio, we've won, what are you talking about, we're happy, we've had nothing to do'. I've come to play football, mate, I don't want to just stand there.
"So in Pep's team, it's all about building from the back, dominating possession and having loads of the ball. I would have loved to sit in the changing room as a fly on the wall and just listen to him."