"I'm surprised," said Fergie.
"Trying to cut through rumour and fact in football today is difficult. You're never quite sure what's happened and the rumour mill is operating at 100 miles an hour.
"But Roy was a great player here and it's a pity. We wish him well.
"It's difficult to say whether he'll be back. He's an incredibly controversial character. Every week he always had something to say about the game. He was the same as a player.
"He's such an interesting character and did a decent job up there."