Indeed, asked on Friday if he still suffers from what he once famously coined 'squeaky bum time', the Manchester United boss was happy to share a laugh with his inquisitor.
'I will in a couple of weeks when my horse (What a Friend) is running at Aintree,' said the Scot.
United front: Ferguson
Gunner go for it: Wenger
No Blue feeling: Ancelotti
He has run the final furlong so many times, won it and lost it by a head, that nothing should faze Ferguson.
But as he heads for the Barclays Premier League finishing post alongside Chelsea and Arsenal, he admits this year's race will probably go down to the last day and possibly goal difference.
Indeed, he offered a rare insight into the loneliness and self-doubt that can afflict the most successful of managers.
'You still get keyed up for games, that's part of it,' said Ferguson, who takes his side to Bolton on Saturday.
'It's probably that time when the players are doing the warm-up that you're on your own in a sense. When you're away from home there's always that killing time, walking about and sitting in your dressing room or whatever.
'We're all the same. Whether you're at the top of the league or the bottom. That's what football does to you. If it wasn't that way we are all in the wrong job.
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'Managers are subject to that uncertainty about winning a game, that anxiety, that apprehension about every game you play because the result is important to you.
'You're in to win. If you lose, you can't lose too many or you lose your job. We're all subject to winning and if not, we're on the dole. There's no one in the game more directly responsible for results than the manager. Players carry on, coaches carry on, directors carry on.'
That is why Ferguson became embroiled in a heated exchange with Rafa Benitez at Old Trafford last weekend, and why Manchester City boss Roberto Mancini barged into Everton's David Moyes.
He said: 'Some people are relaxed about the game and don't show great emotions, but they still care.
'Deep down, they're probably turning inside out like the rest of us because that's what the game does to you. It just tells you that you care. Mancini wanted to rush the game and David was happy. He was 2-0 up.
'The good thing was that Roberto apologised, which was good of him. That was big of him.'
With seven games to go, Ferguson admits the title race could be the closest in his time in Manchester as United bid to finish top for the fourth year in a row. He expects it to go to the final day when his side host Stoke and Chelsea and Arsenal entertain Wigan and Fulham.
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'I've been trying to work out the run-ins and what the eventuality could be,' said Ferguson, who also welcomed the news that Nani has signed up for another four years. 'I can't see anything other than possibly the last game, unless somebody blows up.
'If we have to win our home game to win the title, I'd be quite happy with that, but the other two will be saying the same thing. Chelsea's 5-0 win at Portsmouth brought their goal difference level with ours. I've got a feeling it could be decisive. It's countdown time.'
United face a Bolton side managed by Owen Coyle who masterminded a shock win over the champions as Burnley boss in August.
Despite concerns over Wayne Rooney's troublesome knee, Ferguson insists the striker will be fit.
A 5.30pm start means United will know their rivals' results before kick-off, but he believes his team's experience of keeping their nerve in the title run-in will ensure it is not a problem.
He said: 'If results go our way, would that make any difference to our attitude going on the pitch at Bolton? If Chelsea and Arsenal win, we still have to go and beat Bolton.
'We've got to dismiss what's happening elsewhere and concentrate on our game.
'I look upon tomorrow as my Cup Final. Every one will be that way now. Then it's on to the next one and the next. Winning the league is not easy and that's why our experience will be vital.'
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