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Speaking on his show 'Rio Ferdinand Presents', the United icon said: "What I would say is that it was a cheap goal. We gave you a goal. The keeper has got to be better. He'll be hugely disappointed, because this was his chance.
"The manager has gone with him and backed him and he's had, really, one thing to do in his penalty area and he didn't pass the test. We say in the second half Raya had to come out under pressure from [Matthijs] De Ligt and he dealt with it.
"That's the difference at the top level, one little mistake can cost you a game and the three points. He's actually a nice guy, I've met him a good few times and spoke to him.
"He's actually a hard-working guy, but in these situations it is so unforgiving. He'll be judged hugely on this. That's the way it is with goalkeepers. You make a mistake and it can be something that really is a little bit of your undoing at times."
That moment was United's sole error during the match, yet it proved decisive. At the opposite end, Arsenal shot-stopper David Raya proved crucial, producing magnificent stops from Matheus Cunha and Bryan Mbeumo whilst also dominating his box.
This proved the decisive factor as the Gunners maintained their advantage. Nevertheless, following United's disappointing campaign last term, Ferdinand reckons there was plenty of promise in their performance.
He added: "Outside of that mistake and that goal, I have everything to be positive about. There were so many positives compared to what I saw last season. You know United had 20 shots at goal against Arsenal? The last time United had 20 shots at goal against Arsenal was the 8-2 game (in 2011) at Old Trafford. That shows you.
"We didn't score obviously, but I want chances. I prefer you to be creating chances and not scoring than actually not creating anything and looking a little bit limp up front."