Ferguson says United were lucky to beat Southampton 2-1 on Wednesday, a result that followed a string of similar performances in which they were in control only to end up hanging on for victory.
Sunderland, Liverpool and West Ham were all beaten in such a manner, and Ferguson concedes it is a situation he is desperate to rectify.
"It must be hard for our fans," said Ferguson. "It is the sadistic nature of our team.
"We should have been 5-0 up at half-time on Wednesday and that has happened a few times this season - we've been in comfortable positions but haven't dug our nails into it.
"It's frustrating because I know we're capable and goal difference is an issue.
"At the moment we're only two goals better off than Manchester City. That could be undone in one game."
Of more immediate significance is United's seven-point advantage at the top of the Barclays Premier League, which will increase to 10 if they beat Fulham at Craven Cottage on Saturday.
Ferguson is not taking anything for granted, though, especially after seeing his side lose a similarly commanding lead to Manchester City last season.
"There is no need to remind them about last year," he said. "What happened last season happened.
"There is a long way to go and a lot can happen.
"We're not certainties. Nobody is in this league.
"We were 11 points clear of Arsenal one year and lost the league. We were 12 points behind Newcastle one year and won it.
"It's an unremitting league and if you make mistakes, you get punished."
Ferguson persists with the mantra that United cannot afford to drop points, even though he knows they inevitably will.
"When you drop points it only encourages everybody," he said.
"The important thing is to win the league. I don't care what the total is.
"Our attitude is right and our concentration has been good. We have the squad for it.
"I know points will be dropped, by both ourselves and Manchester City.
"But I'm not looking to pre-empt things."
After a gruelling game against the Saints on a poor Old Trafford pitch, Ferguson intends to make changes at Fulham.
With Jonny Evans fit again after missing five games with a hamstring injury and Rio Ferdinand in line for a recall, Phil Jones may be one of the players afforded a rest.
Ferguson was surprised to discover the 20-year-old had been selected for the England Under-21 side to face Sweden on Tuesday when the squads were announced on Thursday, rather than taking his place as part of the senior squad to face Brazil 24 hours later.
It transpires Under-21 boss Stuart Pearce wants Jones to be part of his squad for this summer's European Championships in Israel.
Having been part of every senior England squad last season, including Roy Hodgson's 23-man group at Euro 2012, it looks like demotion for Jones, and Ferguson said: "It has happened quite a few times that players have dropped back.
"The question is, do the players understand? Once they're in the full squad, if they then take a step back it can be hard."
It has been suggested Ferguson is not impressed at the prospect of Jones spending his summer on international duty.
The United boss did not seem too worried, although he did drop a hint the youngster may be excluded on fitness grounds.
"The boy has had an injury this season, which has needed looking after," he said.
"We'll see what it's like in the summer."
Another player who is eligible for Under-21 duty, but almost certainly will not be asked to play, is Danny Welbeck.
The striker is now one of Hodgson's main forwards at senior level and among five contenders vying for the crown of England's player of the year, even though he has scored just once at club level this season.
"It's not hard to keep Danny's chin up. Jesus God. It's harder to keep it down," said Ferguson.
"He has a great personality. I've not asked him (about the lack of goals). Why should I? He's playing well.
"Nemanja Vidic has only got one. Rio Ferdinand has not scored for about 10 years. But they are making a contribution, as is Danny."