The Spaniard made a number of fine stops as United earned a 1-1 draw at the Santiago Bernabeu on Wednesday in the first leg of their last-16 encounter.
De Gea was bought by United from Real's rivals Atletico Madrid in the summer of 2011, and Ferguson is pleased with the 22-year-old's display against his old enemy.
"David was excellent and produced three or four really top saves," Ferguson told BBC Sport. "He's improving all the time.
"I'm pleased for the boy. This is a difficult place to come and we would have taken 1-1 before the game."