The Portuguese winger has had big boots to fill since the world record departure of his fellow international team-mate Cristiano Ronaldo to Real Madrid and knows that his boss wants more out of him if he is to fill the void.
And the 25-year-old has performed admirably since stepping up, scoring eight times this season alone, yet the former Sporting Lisbon man still finds himself on the end of the hairdryer.
In an interview with Betfair Facebook he said: "I get it a lot, it's normal.
"He expects more from me, so sometimes he comes to me and says something."
Ferguson is famed for is man-management style and Nani appreciates everything he learns from the 70-year-old.
He continued: "No-one understands it like Alex Ferguson. Everyone knows him in Portugal, and talk a lot talk about him.
"Everyone knows the way he works is fantastic and the young lads improve a lot."
Midfield maestro Paul Scholes made a surprise decision to come out of retirement six months after initially hanging up his boots and Nani rates him as one of the greatest.
He added: "He is one of the best players I've played with in my life. The quality he gives the team is fantastic."
Scholes made a scoring return in the previous fixture against Bolton and could be involved against Arsenal on Sunday, the first time the two have met since the 8-2 win at Old Trafford back in August.
And Michael Carrick believes that revenge may be on the minds of the Gunners and that it will be a "massive game".
He said: "They didn't start the season too well but they are still up there.
"Arsenal against Manchester United is always a massive game. They will want to win and so will we."
The race for the title could be blown wide open on Sunday as Manchester City take on Tottenham before United face the Gunners.
As both the Blues and Spurs are in the mix for the title along with United, Sunday could prove vital in who eventually holds the Premier League aloft come May.
Carrick added: "Manchester City have done well.
"You have to give them credit. They set an early pace, had a funny Christmas period, and have now bounced back.
"It's close at the moment, so we want to catch up with them. The bar has been raised this year."