The Red Devils did just that on Wednesday as a Marcus Rashford penalty sealed a 3-1 victory and Man Utd's progression on away goals.
The result at Parc des Princes was a stunning one, as a pair of first-half goals from Romelu Lukaku saw the Red Devils capitalise on mistakes from Thilo Kehrer and Gianluigi Buffon.
And Old Trafford legend Ferdinand confirmed that he was stunned by the result, one which sends Ole Gunnar Solskjaer's side into the quarter-finals of the competition.
"I didn't have the confidence in these boys to do it, with 10 boys out, I didn't see this result coming after the way PSG played in the first leg," Ferdinand said on BT Sport.
"Ole Gunnar Solskjaer was brave with his team selection, he had three teenagers on the pitch, the character of these players after the starvation of moments like this. The confidence this will give them.
"Ole has brought belief back to this team. People were doubting Lukaku - he's one of many who has been given a new lease of life.
"I don't think it's a penalty but turning your back, as a defender, you get punished for things like that."
Fellow BT Sport analyst Michael Owen echoed that point, saying he didn not believe in his former club before Solskajer came in to replace Jose Mourinho.
"When this draw was made I gave Manchester United no chance whatsoever. They were playing awful football under Jose Mourinho, they had no chance," he said.
"What a difference, the whole spirit has changed - it's quite frightening how they've gone through tonight.
"With a neutral head I don't think it's a penalty in a million years. It's not a penalty for me or anybody in this room."
Owen was also quick to praise Rashford, who stepped up to take the crucial penalty that essentially decided Man Utd's fate.
It was Rashford's first competitive penalty for the club, and the young forward buried it with a thumping effort past Buffon.
"There's no fun in that as a penalty talker - it's just relief," Owen said.
"When that hits the net, it's a case of thank everything! In that position you just go numb.
"Others may feel differently but you just do it to be a leader."