Ferguson, 71, called time on his long, illustrious career just four weeks ago in a move that rocked the footballing world. De Gea admitted he too was shocked by the news and will be sad to no longer work under the Scot and goalkeeping coach Eric Steele.
However, the Spaniard is looking forward to a bright future at Old Trafford and the chance to work under former Everton manager Moyes. "It was a surprise to us all that Ferguson left," De Gea said.
"But we know that when we get back to training he (Moyes) will be there and it is going to be a pleasure to work with him."
De Gea is currently playing for Spain Under-21s at the European Championships in Israel. La Roja secured their place in the semi-finals with a game to spare, having followed up an opening day victory over Russia by beating Germany on Sunday.
"It was very important," De Gea said of the 1-0 win against Germany. "We are into the semi-finals again and we are very happy with that. They are all good teams when you get to this stage of a tournament, they all have a lot of quality.
"It will be difficult whoever we face. We have had two tough games and, thankfully, we have been lucky enough to get through."
Spain are hoping to regain the crown they won in style two years ago in Denmark. England Under-21s exited that tournament at the group stage and have suffered the same fate again in Israel after defeats to Italy and Norway - something that shocked De Gea.
"I'm surprised with England as I would have expected them to have put up more of a fight and win more points," he said.
"I thought they would have been in the semi-finals, but that is football. Sometimes these things happen."