The 33-year-old center back admitted the Red Devils were "devastated" to be knocked out of the Champions League and put their fall down to their mixed home form in the competition
"We're in the Europa League now and I've always said that whatever competition we’re in we don't enter it to come second or to get knocked out in the early stages," Ferdinand told MUTV. “We're always in it to win it and this is no different.”
Goals from Marco Streller and Alexander Frei consigned United to third place in Group C, sending the Red Devils crashing out of the competition before the knockout rounds for the first time since 2005.
"The lads are all devastated to have gone out at this stage of the tournament. But that’s the reality. That’s what’s happened," said Ferdinand.
The defender explained that nothing beats the prestige of the Champions League.
"Nights at Old Trafford, under the lights, the Champions League music... that's what you live for. We've gone out early this year and we're disappointed. But we can't blame anyone else but ourselves," he said.
"We won't dwell on this, although we're massively disappointed at the moment. But we've got massive games coming up and we need to make sure we're in the right frame of mind to win those games.”
Ferdinand added that while United's failure to take its chances cost it on the night, he felt that the club's home form throughout the group stage had dealt more damage to its qualification hopes.
"We had enough possession to win the game and we had a couple of chances, but if you don't take your chances and don't stop goals going in then you don't deserve to go through," he told ITV. "We got our just rewards, really.
"I think we should have won against Benfica at home and the manager’s always made the point, if you win your home games, you go through. We didn’t do that this season."