Gayle was borrowed by Peterborough from League Two side Dagenham last month with a view to a permanent move.
And Ferguson remains confident he will get his man despite the 22-year-old scoring his fourth goal in three games during Saturday's shock 2-1 win over Championship leaders Cardiff.
"At this rate, I'll struggle to keep hold of him," Ferguson told BBC Radio Cambridgeshire.
"It would be a brave man to try and take him off us now. I'm sure he'll stay with us.
"He listens. He picks up things quickly, which is always a sign of a good player.
"He's going to be a really good player, the boy.
"I think him and Lee Tomlin are looking a partnership.
"The only slight criticism I'd have is they should have finished Cardiff off earlier."