The 35-year-old claimed that the pressure to deliver in matches compared to the relatively relaxed environment at the Carrington complex means that he enjoys the latter more.
"It's funny, these days I get more enjoyment out of training, which might sound weird," Ferdinand told BT Sport.
"In a game, it's the pressure to win, you're trying to win the league. It's serious and you're focused, but at training the banter is flying and we have a laugh, you know.
"It wasn't as pressurised when I was at Leeds United and West Ham United because they weren't chasing league titles every season."
The Red Devils were beaten 1-0 by Newcastle United on Saturday.