England's top scorer in 2012, Welbeck had found the net just once for United this season.
But that did not stop the 22-year-old getting the better of Sergio Ramos in the first half, powering home the header that set United up for an encouraging 1-1 draw.
It was the high point of an excellent all-round display from Welbeck, who seemed to have fallen so far down the pecking order at United he was linked with a loan move to Reading before the transfer window opened.
There was never any chance of that deal taking place.
And Ferguson could not have been more delighted with the striker's contribution on Wednesday night.
"He was marvellous," said Ferguson. "It is a pity he got cramp at the end of game, but he worked so hard.
"It was only second goal of season. We expected more, but he is young.
"They found it difficult to handle him."
Ferguson revealed he left out skipper Nemanja Vidic as a direct consequence of United's Premier League encounter with Everton being shifted to last Sunday.
"If we had played on the Saturday, the extra day would have suited me, but he plays one game every eight or nine days and still has to manage his comeback from injury," said Ferguson.
"Rio is exactly the same, and the type of game on Sunday suited Vidic more."
United know the advantage now lies with them.
However, their position ahead of the second leg at Old Trafford on March 5 would have looked even more rosy had Robin van Persie been able to snaffle a golden opportunity in the second half, when he completely mistimed a volley, allowing Xabi Alonso to clear off the line.
"We kept making chances and hopefully we don't regret that," said Ferguson.
"The away goal is important, but it's not finished.
"Real are a fantastic counter attacking team and I look forward to it."