The 37-year-old penned a five-month contract at the Ligue 1 leaders, with his salary going to a Paris children’s charity, after leaving MLS outfit LA Galaxy in December.
“I didn’t think he’d sign for an English club,” Sir Alex told United’s website.
“He’s always said he would never sign for an English club after his career with United and he was true to his word that way.
“I must admit I didn’t see the PSG move coming though, I don’t think anyone did. I was surprised.”
Meanwhile, Ferguson was critical of the drama surrounding deadline day as the United manager failed to make any additions to his squad on Thursday.
Crystal Palace forward Wilfried Zaha was the Red Devils’ only signing in January, with the 19-time English champions paying £15m before sending the winger back on loan to the London outfit.
“It’s an absolute shambles,” Ferguson added. “I mean they [TV] go over to a ground and there’s a poor young reporter there being mobbed by about 30 kids. I mean it’s humiliation. It’s absolutely terrible what they do.
“I don’t know what benefit they get to be honest, other than filling some loose time they’ve got on TV. I’m sure all the managers are glad it’s over.”