The Spaniard was at fault for two goals in the FA Cup semi-final defeat.
"When people make mistakes, they're open to criticism. That's just natural, that is just how football is," Ferdinand told BT Sport.
"Yes, he should be doing better. I have played with David, he's his own biggest critic.
"He'll be sitting at home mulling over these, going through the situations and making sure that he tries to get rid of these mistakes that he is committing at the moment.
"I watched these games with my boys at home and I was flabbergasted to see them go past David because he's a top-drawer goalkeeper.
"It is disappointing really, as a Manchester United fan you want to defend your player but at the moment he is not in a position to be defended in that respect."