Rooney has been the subject of intense speculation over the past few days and now Fergie, speaking ahead of the Champions League clash with Bursaspor, that the England ace does want to leave.
Ferguson said: "I can't believe it, he'd earlier intimated he wanted to stay so it's terribly disappointing.
Ferguson met with Rooney and his agent after the World Cup and revealed he was told the news, much to the United boss' displeasure.
Fergie added: "I couldn't understand it. We had a meeting and he told us he wanted away."