M.U, who have already won the Club World Cup and English League Cup this term, are currently four points clear at the top of the Premier League and still have chances to win both the FA Cup and the European Champions League.
However, the Scottish boss - who took charge of United in 1986 following a successful spell as Aberdeen manager - was adamant that at least one key result would go against his side.
The thing about Cup football is you need to be the best but you also need a lot of luck and I think it's asking too much for all the games to go your way," Ferguson said in an interview with the New Statesman magazine".
The one thing I will say is, this squad is the best I have ever had. Every game we play, I feel confident.
At the moment, every attack fears our defence and every defence fears our midfield and attack. That gives you confidence but it (the quintuple) is too tough a call.