The Serbian defender is set to head to Italy to play for Inter next season, and made his final Old Trafford appearance in a 3-1 victory over Hull City on Tuesday.
However, fellow defender Ferdinand believes United could be making a mistake, comparing the situation to when Jaap Stam departed for Lazio in 2001.
"Only time will tell if Manchester United regret allowing him to leave," he is quoted as saying in the British press.
"Obviously Jaap Stam played on for quite a few years at a good level after he left Man United and the same thing could happen with Nemanja.
"He's a great player and it's a shame he had to leave."
United play their last match of the Premier League season at Southampton on Sunday.
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.