Two goals in two second half minutes from Kwesi Appiah and Andy Barcham handed a deserved first win of the campaign to Wimbledon on an afternoon to forget for Rovers at Kingsmeadow.
And Ferguson was far from happy at the final whistle.
"It's a very disappointing day," Ferguson said. "Wimbledon deserved to win the game, they thoroughly deserved it in the second half.
"I can't really look at my team and think who really had a good performance or one anywhere near the levels that we normally get.
Josh Windass offers to help ‘in the doghouse’ Sheffield Wednesday fan after viral trick on girlfriend
Mass changes in Sheffield Wednesday’s potential line-up for Carabao Cup clash with Sunderland
Who is Luke Cook? Sheffield Wednesday new signing included in squad for Sunderland
Changes made at training ground as Sheffield Wednesday injury investigation continues
Neil Warnock leads tributes to former Sheffield United and Leeds United man Mick Jones after passing, aged 75
"We were way off it as a team today.
"You hope that you don't get that on a consistent basis but generally we've been ok up to now.
"Today, the tempo was not quick enough in the first half.
"The only period we had where I thought we were well on top was the opening period of the second half.
"But the quality of our counterattacks, the quality of the final pass and lack of quality in defending the two goals cost us.
"Wimbledon thoroughly deserved to win in my opinion.
"We didn't look like scoring today."
He said: "It's just a lack of communication and the boy has got in and scored.
"And then the second one they've had a bit of luck where the ball has bounced to him.
"But two goals in quick succession killed the game."
Rovers finished the game with ten men after Matty Blair suffered a head injury after all three substitutions had been made.
Ferguson said: "The last 15 minutes we played with ten men.
"Matty just took an arm to the face, which was an accident.
"He may be concussed, I'm not sure.
"He couldn't really see out of his eye and he's got quite a heavy bruise."