Ferguson employed his famous free-flowing attacking philosophy to try and overcome Lionel Messi and Co when the two sides met in Rome.
The result was a flattering 2-0 defeat for United, who were dominated throughout by Pep Guardiola's side.
"It's always hard for a club like Real to go into a game saying 'we'll surrender the ball'. It is the same for United," Rooney told The Sunday Times. "But we lost two Champions League finals going toe-to-toe with Guardiola's Barcelona, by trying to press high and get round them, which was suicidal.
"I remember Alex Ferguson saying 'we're Man United and we're going to attack, it's in the culture of this football club' and thinking 'I'm not too sure about this'.
"I think all the players knew, deep down, it was the wrong approach, that we were abandoning the way that had brought us success in that 2008 semi-final, and sure enough both times we got outplayed."