The England international claimed United should have been given a penalty after Phil Jagielka appeared to trip Danny Welbeck, but Sir Alex Ferguson's men went on to lose 4-2 in a shoot-out after a 0-0 draw.
Flashpoint: Mike Riley has a good view as Jagielka challenges Welbeck but fails to award a penalty
"I don't know how the referee didn't give the penalty but that is the way it goes," said Ferdinand, who followed Dimitar Berbatov in seeing his spot-kick saved by former United keeper Tim Howard.
"We don't get many penalties these days. Referees are reluctant to give them to us. Maybe they are being put under pressure by people in the media but that is the way it goes.
"We are not going to harp on about it because, in the end, we were not good enough in the penalty shoot-out.
Net loss: Howard guesses right to stop Ferdinand's penalty
Heads down: United team-mates look away as Ferdinand trudges back to the centre circle after missing
'There was always going to come a day when you don't have a good time in that situation and this was it."
And Ferdinand also dismissed suggestions that the poor state of the Wembley pitch cost United a place in the final.
'The pitch isn't the reason we didn't win. It's not an ideal surface to play on and you expect, playing at Wembley, to be playing on a perfect playing surface.
'But it's not to be at the moment and I'm sure the ground staff are working to get that right.'
Fever pitch: Wembley not fit for my stars to play on, blasts fuming FergieHoward's joy as Everton keeper gets one over on his old United palsMan Utd 0 Everton 0: Jagielka wins penalty lottery after Riley ignores tripMANCHESTER UNITED FC