Ferguson was once keen to offer Maldini the chance to play in the Premier League, but has revealed he was given short shrift when he raised the possibility with his father Cesare.
"I once asked Maldini's father Cesare about him," Ferguson told Corriere Dello Sport.
"He looked at me as if I was a madman and that response was enough to understand that the answer would be no.
"I also loved Gianfranco Zola a lot. He always played with a smile and with the right sporting spirit."
During the interview, Ferguson was also asked about Francesco Totti, the long-serving Roma talisman.
Sir added: "Totti is the symbol of Roma, he'd never want to leave the club just like Ryan Giggs and Paul Scholes at United."