An entertaining affair at the San Siro saw United entirely dominant in the first half as Cristiano Ronaldo and Ryan Giggs both tested Inter goalkeeper Julio Cesar.
While Inter improved after the interval Ferguson will feel his side should be returning to Manchester with more than a 0-0 stalemate to show for their efforts.
"I hope not scoring a goal doesn't come back to bite us," said Ferguson.
"However, I think we deserved to win. We played very well. They gave us 15-20 minutes of pressure as we expected in the second-half.
"But we showed good composure and maturity. The players enjoyed playing in that kind of atmosphere."
No fearsWhile Ferguson was loath to get carried away with what was an excellent away day display, he remains confident that in the return leg at Old Trafford United will be good enough to progress.
"There's obviously disappointment we haven't won the game for sure," he said.
"The second leg is at Old Trafford and with our record there we must have a good chance to win the match and that's what we need to do, to win the match in front of own fans.
"We're capable of doing that, the game isn't finished but we've given ourselves a chance of doing that."