The England international was left out of today's squad for the 2-1 win over Swansea at Old Trafford, because Ferguson - who retires from management at the end of the season - said the striker "was not keen to play because he has asked for a transfer".
Rooney, who joined United from Everton in 2004, has been linked with Paris St Germain and rivals Manchester City in the past.
The 27-year-old previously asked to leave the club before signing a five-year deal in 2010.
Rooney has often had to play second fiddle to Robin van Persie this season and has not scored for the club since the middle of March.
He was not even among the substitutes at Old Trafford.
"I don't think Wayne was keen to play, simply because he has asked for a transfer," Ferguson told Sky Sports 1.
"I think he wants to think it through in his mind - I think that's a good idea. We're not going to let him go.
"I think maybe he is a bit frustrated. He has been taken off once or twice in the past couple of weeks."