Roma took charge of the match at Rome's Olympic Stadium after the 34th-minute sending-off of Paul Scholes.
Goals by Rodrigo Taddei and Mirko Vucinic gave them the win, though Wayne Rooney's away goal could prove crucial in the return leg at Old Trafford next Tuesday.
"Over the years we've had some great teams come to Old Trafford, but if we score we will go through. That's my opinion," Ferguson told a news conference, before going on to deny he had ever considered Roma a soft opponent.
"Every game in Europe is a big test, but we've been particularly impressed by Roma this season. Their home record is fantastic. So we knew it was going to be tough, and it was.
"The difficulty of playing Roma is the system they have. Without a main striker they overload the midfield, so sometimes you have to surrender possession."
Ferguson was full of praise for Rooney, who coolly chested down an Ole Gunnar Solskjaer cross to convert United's only clear chance of the game.
"He could have gone for his shot straight away. But he waited for the defender to move, side-stepped, and then scored," Ferguson said.
"For a boy of 21 that shows tremendous composure in front of goal."
RED-CARD ANGER
The Scot was angry, however, with Roma defender Cristian Chivu, who he accused of encouraging German referee Herbert Fandel to give Scholes a second yellow card for tripping Francesco Totti.
"I don't think I can complain about the first booking at all. But I think it was Chivu who got him sent off.
"The referee told us this morning that anyone encouraging a player to be sent off would be dismissed. And that's not what happened."
Roma coach Luciano Spalletti tried to quell expectations of an upset. His side are competing in the knockout phase of the competition for the first time.
"In front of us we had a great team, with a lot of experience in this competition. We needed a good start, we needed to stay concentrated," he said.
"The team played well. I liked the way they reacted after United got the goal for 1-1.
"They only conceded space on that one occasion and that was more due to United's skill rather than any failure on our part."
Asked to assess his side's chances of reaching the last four Spalletti replied: "It's 50-50. A win like this is only a good start. What counts is what happens over the full 180 minutes".
