For the eighth time in 12 games this season, United found themselves behind to Braga at Old Trafford tonight.
Thanks to two goals from Javier Hernandez either side of Jonny Evans' second in three games, United were able to roar back for a 3-2 victory that almost certainly guarantees a place in the knockout phase of this season's Champions League.
However, with Chelsea to come twice, and a Premier League home game against Arsenal before the rematch with Braga in a fortnight, Ferguson knows unless he finds a solution, his team could be in massive trouble.
"I can't get to the bottom of it I am afraid," he said.
"If you analyse the goals we are losing, they have come from throw-ins, crosses, cut-backs, all sorts, and they are finding players free in the box.
"It is difficult to put your finger on it, and it is a concern because it is making it difficult for us."
This time United paid for resting Rio Ferdinand, who was replaced in central defence by Michael Carrick.
The England man was at fault for Braga's second when he was turned far too easily by Eder, who provided Alan with the easiest of finishes.
At that stage, United were already trailing as Alan had opened his account after just two minutes.
But Hernandez prompted a fightback and after pulling a goal back from close range, he also bagged the winner 15 minutes from time after he got on the end of Tom Cleverley's far post cross.
"The boy is improving all the time," Ferguson said of the Mexican.
"His goal ratio is fantastic and the way he bent his run for the second goal was terrific.
"He is a fantastic trainer and he has given me a problem, which is good."
It was the first time United had recovered from two goals down in a European game since they beat Juventus in the 1999 semi-final, although Ferguson could do without the omen.
"I would rather be without it," he said.
The victory did not come without its pain either as Shinji Kagawa was forced off with a twisted knee that will be assessed tomorrow.
In addition, Anders Lindegaard has a thumb injury that will prevent him from being involved in Sunday's title clash with Chelsea at Stamford Bridge.
Braga coach Jose Peseiro was left disappointed after initially harbouring such high hopes.
"I am happy with my players and the effort they put in, but the aim was to take away some points, so when you lose it is disappointing," he said.
"We played very well in the first half and controlled their attack.
"In the second half they put more players around the ball and we could not get forward.
"My team deserved to draw so I must wait for 15 days to have another go at them. Hopefully we play better at home."