The Posh, who beat Chesterfield 3-1 at Wembley earlier today to lift the trophy, are currently sixth in the League One table.
"You enjoy Wembley if you win, it's as simple as that really," the 42-year-old told the club's official website following the game. "We've managed to get the win and it's a fantastic feeling and a really good day.
"Our attention now turns to the league and we have to make sure that we stay in the playoffs. I think this will be a boost for the team going forward now. I think we spoke about it all week that once you have a taste of this stadium, which is fantastic place I must say, you want to come back.
"I think the one thing we do well is winning big games because it stands us in good stead. It's going to be hard to stay in the playoffs, but the one thing I did say to the players before the game is teams don't like playing Peterborough in one off games."
Ferguson's side are back in action on Wednesday night when they host Colchester United at London Road.