Ferguson announced on Wednesday that he would leave his position but stay on as a director and ambassador after 26 years in charge at Old Trafford and the Dane, who played under the Scot for nine years, could not believe the 71-year-old was leaving his position.
"I'm shocked - I just can't make sense of the timing," he told Sky Sports News. "It has come as a bombshell, I really don't know what to make of it.
"Yesterday (Tuesday) I was really happy with what he had done this season, now this, I'm disappointed and very sad.
"He's always said the day would come when something in his life wasn't right, is it is hip operation (he will have this summer)? I can't see him retiring over that.
"(Until) he explains why, we can guess and guess. There is something there we don't know about, he won't retire for the sake of retiring, it is difficult to makes sense of it."
- Sky Sports News