The Red Devils boss watched the reigning Champions League holders dominate large spells of their last-16 first leg tie in the San Siro, but they could not find an elusive away goal in the goalless draw. And, while they will be hot favourites to progress in the second leg at Old Trafford in two weeks' time, Ferguson is wary that their failure to score could prove crucial.
He said: "I hope it doesn't come back to bite us but the atmosphere will be fantastic and we've got a real chance.
"We are disappointed not to have scored and obviously disappointed not to have won the game but we have a great record at Old Trafford and a great chance to win the match and the tie."
On the match itself, Ferguson was delighted with United's performance against the Italian giants give that they had to make do without Nemanja Vidic and Rafael, while Wayne Rooney was only used as a late substitute.
He added: "We played very well. In the second half, for the first 10 or 15 minutes, they applied the pressure, and we expected that. We spoke about it at half-time.
"Other than that we played very, very well. We showed good composure and maturity.
"I think we are playing very well at the moment. They all expressed themselves and enjoyed the atmosphere.
"The tie is not finished but we have given ourselves a great chance. We came here two years ago and you can see the development of the team since then. They have matured. That night we got swamped by AC Milan. You can see the maturity in our team now.
"That 0-0 scoreline is always a threat. It is always a problem when you don't score. But we played a fantastic team in Barcelona in the semi-final last season and we got through.
"Our focus and concentration that night was outstanding and that is what we are going to need againand hopefully we will be OK with that."