Chelsea came back into the game in the second period of normal time but neither side managed to take the lead and the game went into extra time.
No goals were scored in the extra 30 minutes and the game went to a penalty shoot-out which United won 6-5.
"I think this has got the makings of our best ever team," Ferguson said after the game.
"I think we deserved to win the game. In the first half we were fantastic and we should have been 3-0 up, but they scored right on half time, they got a lucky break there, and I thought Chelsea were the better side in the second half.
"But in extra time we got better and I'm just delighted for all the people here and my players.
"I'm very proud of my team.
"We started the British sojourn into Europe in 1955 and we deserved to get the trophy tonight. I am delighted for the fans and the players.
"It was also my first penalty shoot-out win in a big game. I've won Charity Shields but this is the first one in a big game."