"We have had a discussion about the whole situation. The player says he is adamant he wants to leave," Ferguson said.
The manager said the 24-year-old Rooney, who will miss United's Champions League match against Bursaspor after injuring his ankle in training Tuesday, called off contract negotiations in August. The England striker's current deal at United runs out in the summer of 2012.
Ferguson said he was "dumbfounded" by Rooney's decision, telling United's television channel, MUTV: "Only months before, he was saying he was at the greatest club in the world and he wanted to stay for life."
"We just don't know what's changed the boy's mind," he added.
Rooney leaving United seemed unthinkable just two months ago, as he has become a talismanic figure for the club since joining from Everton in 2004. He was the Premier League's top scorer last season with 34 goals, but has had rocky start to this campaign. His only goal was a penalty against West Ham, and his private life was rocked by a newspaper report that he had repeatedly cheated on his wife with a prostitute.
After the report came out, Ferguson benched Rooney for the next game against Everton to spare him the fans' abuse. However, Rooney has continued to see limited playing time since, with Ferguson saying an ankle injury forced him to miss several games.
The striker then publicly contradicted those claims last week after playing in England's European Championship qualifier, saying he had not had any injury complaints.
That sparked much speculation that the pair had fallen out, which Ferguson denied.
"We've never had any argument," said Ferguson. "You have to understand the mechanics of these situations when someone wants to leave the club. It's an easy one to say you've fallen out with the manager. ...
"I said to him, 'Just remember one thing - respect this club. I don't want any nonsense from you, respect your club,"' Ferguson added. "What we're seeing now in the media is disappointing because we've done everything we can for Wayne Rooney, since the minute he's come to the club."
Ferguson said he was bemused why Rooney would want to quit the 18-time champions but did not rule out keeping him at the club. He said chief executive David Gill was prepared "to offer the best terms possible for any player in the country."
"I feel that we still have to keep the door open for him - especially as he's such a good player," Ferguson added at a news conference.
Hours before Ferguson made the announcement, Rooney was carried off on a stretcher after injuring his ankle in training. Rooney started on the bench on Saturday as United drew 2-2 with West Bromwich Albion in the English Premier League, only going on with 19 minutes left in the game and playing out of position on the left wing.
Despite his poor form this season, there should be no shortage of bidders if United tries to sell Rooney during the January transfer window.
Chelsea and Manchester City are viewed as the two most likely destinations in England, with Chelsea manager Carlo Ancelotti saying Monday he would be interested in signing the player.
"If Rooney is on the market, I think that not only Chelsea but a lot of teams would be interested," Ancelotti said.
British newspapers were united Tuesday in saying Rooney would be open to a move to City, following in the footsteps of Carlos Tevez. The Argentina striker made the cross-city switch to Eastlands in July last year.
The Times newspaper reported that Rooney has requested a 100 percent pay rise to stay at United.