Ferguson was left so upset by United's first-half display against bitter rivals City he couldn't bare to face anyone.
The legendary Red Devils boss oversaw a glory period at the club in which he led United to 13 Premier League titles and two Champions League triumphs.
But the disparity between the two clubs was laid bare in the Carabao Cup semi-final first leg on Tuesday, as City found themselves three goals ahead at half-time in their 3-1 win.
And United's performance was so bad Fergie was desperate to make a swift exit from the directors box, as executive vice chairman Ed Woodward was seen slumped in his chair, says the Mirror.
A club source said: “The directors lounge wasn't a good place to be at half time from a United point of view.
“All Sir Alex wanted to do was go straight to his office. He couldn't face anyone and was determined to be somewhere else, while Mr Woodward just had his head in his hands."