"Bottles are thrown in the dressing room," the Argentine international told the Daily Mirror newspaper on Tuesday. "One time I had to dodge one which flew very close to my head.
"Ferguson doesn't do it intentionally, he's not looking to hit anybody in particular, but he throws them.
"Sometimes he's more withdrawn, then he gets close to you to speak to you and when he has to throw a bottle he does. He loses his cool.
"But I don't mind. He corrects things and it doesn't bother me at all. He's very respected at the club."
Ferguson inflicted a cut to David Beckham's left eyebrow when he kicked a football boot in the dressing room after an FA Cup fifth-round
United sold England captain Beckham to Real Madrid for 25 million pounds ($41.23 million) last month.
Ferguson, 61, who has been in charge at Old Trafford since 1986, is also known by many players for his "hairdryer treatment".
Mark Hughes, former United striker and now Wales manager, said: "He would stand nose-to-nose with you and just shout and bawl, and you would end up with your hair behind your head."
Veron, 28, who has won 51 caps for Argentina, joined United from Italian club Lazio for a transfer fee of 28.1 million pounds in July 2001.