The holders crashed to their worst defeat since 2001 when they were thrashed 4-0 by West Ham, a first loss of the season that ended their 29-match unbeaten run.
Jonathan Spector and Carlton Cole struck two goals each amid a snow storm in east London that failed to dampen the Hammers' determination to reach the semi-finals.
Ferguson was deeply frustrated by United's defending and admitted his side had contributed to their own downfall.
"I didn't expect that, that's for sure. If you analyse it the goals we gave away were absolutely too soft," Ferguson told MUTV. "We didn't expect that, they were terrible goals for us.
"We had one or two half chances and Gabriel Obertan had a shot saved by the goalkeeper (Robert Green) which then hit the post. The goals killed it. You can't just give goals away at this level."
Source: PA
Source: PA