United went down 2-1 and De Gea was recalled to the team in place of Anders Lindegaard, but he was at fault for the first goal by hesitating leaving Agger to head home an easy chance.
Dirk Kuyt struck a last-gasp winner leaving many United fans wondering whether de Gea could have done better.
Fergie said: "Our own players created a problem for the first goal.
"They didn't give him [De Gea] enough room to deal with it."
But all in all Ferguson thought his side were hard done by to go out of the competition after having so much of the possession and looking the better side for long periods of the game.
But he did agree that both goals were avoidable and it was the defence at fault, not the keeper.
"The winning goal was a big blow - we didn't deserve that,"Ferguson added.
"It was a really good performance but in the context of what an FA Cup tie is like that can happen.
"Just one breakaway and you can lose the game. It's a sudden death situation.
"But I'm pleased with the players - they performed very well, dominated the game and didn't deserve to be beaten.
"We were the better team but that's the FA Cup, I'm afraid."