The England international striker's camp has always denied claims that the 27-year-old put in a transfer request at the end of last season, but Ferguson says otherwise.
"He asked away," Ferguson told US TV network PBS. "He came in the day after we had won the title. Nothing happened that I would get upset about.
"Wayne is unfortunate in the sense that he is England's big white hope. So therefore, the media is always centred around Wayne. And he has people who advise him. And I think that's where all that's coming from.
"I never fell out with him at any time, you know. Sometimes I would discipline him, but sometimes they all need discipline."
Ferguson retired from football management at the end of last season after leading United to the Premier League title.