Goals from Robin van Persie and Patrice Evra helped United to a 2-1 victory over the ten-man Gunners at Old Trafford in a game where Jack Wilshere was sent off for the visitors before Santi Cazorla's late response.
Wayne Rooney missed a first-half penalty for the dominant hosts, and Ferdinand is adamant that his side should have won by more.
"We should have finished that game off ages ago. That is the most disappointing thing," said Ferdinand. "If you had been in our changing room you'd have thought we lost the game, the way the mood was.
"At the end of the day it is three points. I thought it was the best shape we have had for a while, this season, and we defended as a team.
"That showed in the amount of chances we created but we should have maybe had the game won by five, six or seven but it wasn't to be."