The 71-year-old will bow out against West Brom on Sunday at the Hawthorns, with Everton boss David Moyes set to replace him.
Sir Alex has become infamous for his touchline demeanor, and he admits he put pressure on referees to try and help his side - but insists he only played mind games with opposing managers.
"The fourth official on Sunday [against Swansea] showed me the board and it said eight minutes," Sir Alex told reporters. "I said, 'Think again'. That's been a part of it - the pressure you try and put on referees. But I saved mind games for opponents."
When asked about his plans for retirement, the manager joked that he plans to "drink all the vineyards dry", and reflected on the need for a new challenge, which brought him to Old Trafford in the first place.
"At Aberdeen, I'd been there eight-and-a-half years, and I got to the point where I needed a new challenge," Ferguson said.
"My old chairman at Aberdeen [Dick Donald] said to me, 'The only club that will ever satisfy you is Manchester United.' The connection was his son had played for Manchester United. That was six months before I came here and it all came true the following November."