"It's a shock so soon after taking the job seven months ago," Fergie has told MUTV.
"He is a man of great experience. He took Brazil to the World Cup and won it and was the obvious choice to replace Avram Grant in the summer.
"It is a sign of the times I am afraid. There is absolutely no patience in the world now. It seems to be more volatile now.
"You cannot always blame the Press but they play a part.
"There is sensationalism every time that someone has a bad result because the tabloids have to compete with the internet and TV news.
"We have all been subjected to that. You need time. You do not build a successful side overnight. Having lost the European Cup, there was an expectation that Chelsea were going to do well this year.
"It is only the last month that they have had a bad spell," he added.
"The judgment is really on the last month rather than the previous six months I feel.
"It is a surprise. It is sad."