Benitez has been swiftly installed in the Stamford Bridge hotseat after Roberto Di Matteo was axed as Blues boss on Wednesday and Ferguson is baffled by events in west London.
The Scot is full of sympathy for Di Matteo, who was sacked despite landing the UEFA Champions League title and the FA Cup, and he could not resist a dig at old sparring partner Benitez, who was involved in some heated confrontations with Ferguson during his spell at Liverpool.
Ferguson feels the Spaniard is 'very lucky' to be handed the Chelsea job, just weeks before they attempt to land the FIFA Club World Cup.
"Everyone feels for Roberto Di Matteo, and quite rightly," said Ferguson.
"It is quite amazing when you think that he has won the FA Cup and the Champions League.
"The biggest disappointment for me is that in two weeks' time they are going to the world championship (FIFA Club World Cup). You would have thought they would have waited to give the guy a chance to win it.
"Rafa Benitez is very lucky because on his CV in two weeks' time he could have two world championships to his name - and has had nothing to do with the teams.
"Jose Mourinho won the treble with Inter Milan. He (Benitez) took over and won the world championship without having to do anything and having nothing to do with the construction of the teams."
Ferguson also reiterated his backing for referee Mark Clattenburg, who has been cleared of racism allegations made by Chelsea in the aftermath of their match with United.
He said: "I did not believe it anyway. The unfortunate thing for Mark is that he has had to carry that stain for the last few weeks.
"Everyone in the game is pleased for him now - apart from Chelsea."
Benitez, meanwhile, vowed to win over Chelsea fans after the news of his appointment was met with a hostile reaction from some of the Stamford Bridge faithful.
"My priority was to work in the Premier League, I'm really happy to be here with a top side," Benitez said on Thursday evening, with Sunday's clash with Manchester City already on the horizon.
"For me the most important thing is I am here because I want to be here. I was looking for the right opportunity, I was looking for a top side who can fight for trophies."I don't care about the short-term (deal), what I have in my head is to win every game. We have five trophies to fight for. We will see what happens, in seven months we can win some trophies.
"At this level you are expected to win, do it well, and win trophies. I have a lot of years' experience at this level, and I will do what I have to do to win games.
"I like to do things in the right way for the fans. I am sure they will be happy with a manager with a winning mentality."