The Red Devils have gone behind in seven of their 11 Premier League games so far this season and have conceded 16 goals.
"We have players who can change the course of a game, and there's a goal threat about us," he said. "But we can't continue giving teams a start. It's not that we underestimate anyone, we just don't expect a Manchester United team to be two behind.
"You go into games believing you'll be two ahead rather than two behind, and it's happened a few times this season - we were two behind at Tottenham and were unlucky not to get back.
"But it won't happen all the time. It's not a gimme that you can come back from two goals down."
However, Ferguson is confident that United will improve defensively as the season progresses.
"That's the area where hopefully we'll improve," he said. "Hopefully, we'll defend better and not lose the advantage of what we experienced last week."
United are currently two points clear of reigning Premier League champions Manchester City at the top of the table.