Jay Rodriguez gave the Saints a shock third-minute lead after a poor back-pass from Michael Carrick to slot home around the advancing David de Gea.
Wayne Rooney notched a quick-fire first-half brace to put United back in control, before the Saints spent almost the entire second period camped in the home side's half but could find no way through.
Ferguson admitted: "A win is the only thing we can take from it.
"In the second half Southampton played probably the best any team has played here this season. I thought they were very, very good.
"For half an hour we were absolutely fantastic - it could have been five. We hit the post twice, Robin's missed a chance, Danny Welbeck's missed a chance, we were really fabulous.
"But in the second half when the pitch started to dry out, we found it very, very difficult and we're just glad we won the game."