It was suggested the Red Devils squad knew what was going to happen 24 hours earlier at a golf day held close to United's Carrington training ground.
However, the Northern Ireland defender claimed it did not quite work out that way.
"A lot was said about rumours flying around during our golf day but it wasn't really like that," said Evans.
"We came in the next day, a meeting was called and the manager told us he was retiring.
"It was still a shock because no one saw it coming.
"Everyone is looking forward to working with David Moyes but are a bit gutted Sir Alex is leaving.
"He's done a fantastic job here and everyone is grateful for that."
Most assume the decision has something to do with the 71-year-old's health given he has always said that would be the determining factor in any decision to quit and it was confirmed last week he would have a hip operation in the summer.
However, Darren Ferguson is adamant that is not the case.
"There's no problem with his health, contrary to what some people are saying," Ferguson jnr said.
"He's got a small hip operation but there's no difference to most 71-year-olds. It's not a health decision.
"Basically he feels he's gone out at the right time, he's left the club in a fantastic position and they've hired a very good manager to replace him."
That manager is, of course, Moyes.
The Everton boss is going to see out the season on Merseyside and made it clear he did not wish to speak about United at a press conference to preview his own club's encounter with West Ham tomorrow.
However, as has been demanded of all other top-flight bosses over the past 48 hours, Moyes was asked what he felt about Ferguson's exit, which, despite the obvious personal interest, he insists caught him by surprise.
"I don't think anyone thought the day would come when Sir Alex Ferguson retired," he said.
"We all thought he was superhuman.
"I didn't know anything about it. But I do know he will be sorely missed. The respect he is held in is beyond any real words.
"He has always been someone I have admired, then started to compete against. That was daunting enough.
"Everyone has great admiration for him. Any words I say won't do it justice because of what the man has done."
Ferguson's last Old Trafford team selection is awaited with interest.
He has been saying for some time now he hoped to have Paul Scholes available, which would mean the pair could say goodbye together against Swansea given the 38-year-old is also expected to retire at the end of the season.
Wayne Rooney may also be involved despite asking to leave for a second time a fortnight ago.