Ferguson has admitted that United should have scored more than once in Spain but is unsure how Madrid will respond at Old Trafford tomorrow night.
The United manager told The Sun: "We could have scored five or six. Unusually for Van Persie, he missed two great opportunities and their goalkeeper made a couple of good saves.
"Danny Welbeck missed one just before half time. We expected Madrid to have a lot of possession, there was nothing that worried me and they weren't carving us open.
"My two previous experiences at the Bernabeu were somewhat different. We drew 0-0 the first time in 2000 and I considered that a poor result. I feared what they would do to us at Old Trafford, and they did. That bit of skill from Fernando Redondo just after half time killed us."
United go into Tuesday's second leg knowing that they will qualify for the last eight with a clean sheet.