United swept aside Schalke in the semis on their way to the final which will be against Barcelona, the club that beat them so easily in Rome two years ago.
But Fergie says that there is no room for fear, even though Barca have been in stunning form so far this season.
"I don't think we should be going there lacking in confidence,'' Ferguson said.
"Their form has been very good this season and we will be playing a fantastic team, but they haven't got a terror against us.
"We cannot be frightened out of our skin. We have got to find a solution to playing against them.''
Having said that, Ferguson doesn’t mind admitting that he would not mind it being another side that he was facing on 28th May
Barcelona outplayed United two years ago in Rome with goals from Samuel Eto'o and Lionel Messi separating the sides.
But Ferguson insists his team will not be overawed when they meet in the final.
"I think at the start of the season you say 'Stay clear of Barcelona', because their form is there for everyone to see," he added.
"We've done our job well now that our away form has been terrific. We've found a good way of playing away from home. Wembley's not an away game, it's a neutral ground. But I think we'll be quite well prepared."