Cathy sadly passed away on Thursday at the age of 84.
The tragic news was shared by her family in an emotional statement this week.
Sir Alex and Cathy had a strong relationship during their nearly 60 years of marriage and stood with each other through thick and thin.
But the managerial legend recalls one time where he felt that he let himself and his wife down when he didn’t immediately leap to her defence.
Back in Fergie’s playing days he signed for Rangers in 1967, but the Scot still has regrets about how he reacted when asked about Cathy’s religion upon signing for the historic club.
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Speaking in the 2021 documentary Sir Alex Ferguson: Never Give In, he said: “Glasgow is a city where there is a divide, it’s Protestant and Catholic, Rangers and Celtic.
“I heard Rangers wanted to sign me and of course having supported Rangers as a boy and having lived 200 yards from the ground I was pretty excited about it.
“He says, ‘I have to ask you a question about your wife. I believe she is Catholic, were you married in a chapel?’. I said, ‘No we got married in the registry office,’ and he says, ‘Oh, that’s OK’. I should have told him to f*** off.
“I really should have but having supported Rangers as a boy and having the opportunity to go out and play for Rangers, you are prepared to take nonsense.
“I let myself down there and I let my wife down – that was the most important thing – because she was a devout Catholic.”
Lady Cathy supported Sir Alex through his managerial career too as she stood by his side and talked him out of retirement in 2002 during his time with Manchester United.
Ferguson spent 26 years with the Red Devils winning 13 Premier League titles, two Champions Leagues and five FA Cups.