Nani surrendered possession with seconds remaining and United 3-2 up at Stamford Bridge on Wednesday evening, allowing the Blues to win a penalty and take the game into extra time.
Roberto Di Matteo's men added two further goals in the extra period to reach the quarter-finals of the competition and Ferguson was in no doubt who was responsible for that.
"We gave the ball away for a third goal and we were in complete control of the game at that point," he told Sky Sports.
"We were playing really good football at that point and all we needed to do was see the game out by keeping possession.
"But Nani decided to try and beat a player, lost the ball and they got a penalty kick against us.
"I don't know whether it was a penalty or not but nevertheless I think the young players started to feel it and it was very difficult for us in extra time."
He added: "We had control of the game. They had lots of attacks but nothing really came of them. Our counter-attack was very good.
"And when you're 3-2 up with seconds remaining you should see it out. We've only got ourselves to blame really."
When asked whether he expected better from a senior player, Ferguson said: "He's an individual and he's a player that wants to beat men so we're not going to discourage him from that.
"But in that situation if he'd have kept the ball in the corner flag the game is over."
One player who did earn the praise of the United boss was two-goal Ryan Giggs, who played the entire game and was singled out by his manager as a shining example.
"I think in Ryan Giggs we saw a player of absolutely unbelievable proportions in terms of playing the 120 minutes at 39 years of age next month," added Ferguson.
"It's a credit to himself but it's also an example to every player on that pitch including the Chelsea players."