Welbeck felt he was denied an obvious spot-kick.
"It was a penalty," said the teenager.
"I was blatantly barged as I went to take the shot and it put me off balance. Then the defender clipped my left heel.
"There was no need to dive. I would have scored. I am very disappointed."
Welbeck was spared the pressure of taking a penalty in the shootout, instead forced to watch the agony as former United keeper Tim Howard saved an awful effort from Dimitar Berbatov before keeping out Ferdinand's spot-kick as well to give Everton the win.
"You have to get on with the game," he said. "When it goes to penalties, it is just a lottery.
"I suppose you could say I am annoyed about it but you cannot blame it all on a penalty decision.
"We were the better team and we should have won the game without that penalty decision going in our favour."