Goals from Ryan Giggs, Javier Hernandez and Nani had seen United take the lead on three occasions only to see a David Luiz penalty, Gary Cahill header and last-gasp spot-kick from Eden Hazard peg them back each time. Daniel Sturridge and Ramires then struck in extra-time before Giggs scored from the penalty spot in the last minute as Chelsea ran out 5-4 winners.
"We gave the ball away for the third goal," he said. "We were in complete control of the game at that point, playing really good football and all we needed to do was see the game out, keep possession and Nani decided to try to beat a player and we ended up conceding a penalty kick."
He went on: "I don't know if it was a penalty kick but I think at that point the young players started to feel it and it was very difficult for them in extra-time.
"They had a lot of attacks but nothing really came of them. Our counter-attacks were very good but if you're winning 3-2 in the final seconds of the game, you really should see it out - we have only ourselves to blame, really."
Ferguson admitted Nani's decision for the decisive third equaliser was costly but refused to criticise the Portuguese winger and praised the attacking intent shown by his players on their second visit to Stamford Bridge in just four days.
He said: "He (Nani) is experienced but he is an individual. He is a player who wants to beat a man and we are not going to discourage him from that but in that situation, if we had kept the ball in the corner flag, the game was over.
"They are at home, you expect them to attack and they did that. With our history and the way we attack, we always want to win so you're always going to get an open game, I think."
The United boss reserved special praise for Giggs, who played all of the game and scored a brace at the age of 38.
"I think some of the football was terrific," said Ferguson. "I think in Ryan Giggs, we saw a player of unbelievable proportions, in terms of playing the 120 minutes at 39 years of age next month and it's a credit to himself. It's an example to every player on the pitch, even the Chelsea players."
Source: PA
Source: PA