The Three Lions were booed off at Wembley after failing to capitalise on chances. They now sit second, three points behind Montenegro in Euro 2012 qualifying Group G.
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“We played a lot of the ball but we didn’t really hurt them,” Ferdinand told ITV Sport.
“We didn’t put them under any real pressure high up the pitch and we created a few half chances but never really managed to put the ball in the back of the net which is disappointing.
“We really should be winning games like that.”
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England were denied a penalty claim late on in the game after referee Manuel Grafe failed to see a clear handball from left-back Milan Jovanovic.
“I don’t need to see it on the replay,” Ferdinand continued. “He might as well have caught it, put it under his shirt and run home with it.
“I am surprised the linesman on that side didn’t see it but that’s what happens and you’ve got to get on with it.”
A lack-lustre Wayne Rooney and a continuation of boss Fabio Capello’s rigid 4-4-2 system were once again the source of frustration for many England fans.
But Ferdinand was quick to take positives from the game.
“We didn’t concede, we were solid as a team from front to back, so we can take a few positives from it.
“The keeper made a couple of good saves, it seemed like it was just going to be his day really.
“We want to please the manager and the fans, but it just wasn’t to be.”
With only the top team automatically progressing through to the tournament, the pressure will be on Capello’s men in five months for their next game away to Wales.
But Ferdinand insisted that the team have got what it takes to turn things around.
“We’ve got to go there, it will be a tough game, but from today’s performance we can go there with a lot of confidence and take the rest of the group.”
Ferdinand, 31, has struggled with injuries for the past two years and lost the captaincy at Manchester United as Sir Alex Ferguson felt he would not be able to maintain his fitness throughout the season.
Nonetheless, the centre-back returned for England after a seven-game absence and took the armband off Steven Gerrard as Capello opted to return to his original choice of leader.
This came after Capello previously confessed he is in fact indebted to Gerrard for his contribution since the South Africa shambles.
Speaking to Sky Sports, Capello said: “I think he's a really good player, a really good man, and he will be really important for us in every moment.”
Asked if the Liverpool captain had saved his managerial job through a series of good performances, Capello said: “Yes, yes yes!”
After being one of only a few players that could take any dignity from Tuesday night’s game, Gerrard may feel somewhat aggrieved by the Italian's decision.
By Luke Nicholls
