Ferguson was impressed when Bologna AC Milan beat 1-0 thanks to the second half of Dan Ndoye.
The Scot said to the club's website: “I have no words, it is incredible. It is a beautiful evening, we have written history with our great fans who always follow us.
“This cup is for them, but also for the staff and for us players who give everything every day. There was a lot of emotion for the game, it is normal before you are confronted with a strong team with dangerous players.
“However, we were dominant: in the first half we had a lot of possession, in the second half the goal came, then we went on the defense and the victory arrived.
“It has not been an easy season for me, I had a lot of stops because of injuries, but tonight playing and winning was wonderful.
“Now we will enjoy the victory and then we will think of the end of the championship.”