Speaking ahead of the Red Devils' Champions League clash with Bursaspor at Old Trafford, Ferguson insisted that he had not fallen out with the England striker, but then hung the forward out to dry by confirming that he had expressed a desire to move on.
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"I am terribly disappointed by the news because we can't understand it. We're bemused because we can't understand why he would want to leave a club this successful," said Ferguson.
"The player says he's adamant he wants to leave."
Rooney has been offered a new contract that he is refusing to sign, but the Scot retains hope of the front-man putting pen to paper.
"His agent has intimated he won't sign a contract and he wants away. It's a shock.
"There's an offer, if he's prepared to discuss it. I know [Chief Executive] David Gill is prepared to offer a contract that would be difficult to better elsewhere.
"I feel we have to keep the door open, simply because he is such a good player, and we've done nothing but help him in his private life."
Reports had originally surfaced of a falling-out between the pair after Rooney revealed that he was fully fit following England's goalless draw with Montenegro, despite claims from Ferguson that the goal-getter had been struggling with an ankle problem.
The Scot was also believed to have been angered by Rooney's off-field conduct, following newspaper revelations that he had been unfaithful to wife Coleen while she was pregnant with their son.
However, Ferguson insisted that he has not had a disagreement with the striker.
"I've never had an argument with Wayne at any time. He did have an injury and he confirmed it himself," he said.
"He said he wasn't injured [after the England game] and that was disappointing because we know fine and well he was."
Rooney joined the club in 2004 as an 18-year-old for a 25.6 million pounds fee, a world record for a player aged under 20.
He helped them to Premier League titles in 2007, 2008 and 2009 and the Champions League in 2008.
Ferguson had earlier revealed that Rooney would not play in Wednesday's Champions League match against Bursaspor because of an ankle injury.
A United press officer said that Rooney was taken off on a stretcher at the end of training on Tuesday.
In a seperate interview with MUTV (below), Ferguson said that - after being told that Rooney did not wish to sign a new deal - he had asked the striker to respect the Red Devils.
"I couldn't believe it. I was dumbfounded," he said. "I asked him to respect the club and I don't know if he's done that when I see these things about him falling out with me."
The Old Trafford supremo also slammed the forward's display during Saturday's draw with West Bromwich Albion, having come on for the final 18 minutes to try and spark the side into life.
"The game gets to 2-2 and the fans start singing for Rooney," Ferguson said.
"What we saw on Saturday was unacceptable."
