It came after David McGoldrick thought he had forced extra time by canceling Nicolas Pepe’s first game from the penalty spot at Bramall Lane.
There has been talk of Henderson being able to usurp David de Gea as the number one in the United States next season following a series of mistakes by the Spaniard over the past two years.
But Ferdinand was apparently not impressed by the English under-21 international who conceded the late goal.
He told BT Sport: “I talked about this a while ago, as a defender, I would be very upset with the goalkeeper there.
“I say to the keeper of the front post, nothing goes through the front post.
“The goalkeepers union might suggest something different, but when I played it was what I felt. ”
Former Arsenal and United forward Robin van Persie preferred to focus on Ceballos’ work, but also conceded that Henderson should have done better.
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“He waits, he sees, the back post is free for a cross but he guesses, hoping that the goalkeeper plays,” said the Dutchman.
“I don’t think the goalkeeper does much here, he can keep his corner closer. “