Faris Haroun's brace had given Boro a commanding lead, but on-loan striker Dwight Gayle then struck twice himself to draw Peterborough level.
The home side would finish empty-handed as Bobby Olejnik allowed Ishmael Miller's low shot to creep into the net in the 76th minute and Ferguson felt his side was hard done-by.
"Tony (Mowbray) is an honest man and he will know his team have been fortunate to leave with a win," he said.
"When we equalised I felt sure there would only be one winner, but unfortunately it wasn't to be.
"There's no doubt in my mind we deserved to win it but we have conceded three very poor goals - one from our own corner, one when we have failed to pick up a man at the back post and the third from a goalkeeping mistake.
"But there are a lot of positives to take from our performance and we'll certainly win games if playing to that standard on a regular basis.
"We have 25 matches to turn our season around."