Manchester United beat Chelsea on penalties in Wednesday's Champions League final to clinch a European and domestic Double.
Ferguson was overjoyed after Edwin van der Sar denied Nicolas Anelka to seal United's success - but has revealed that it only left him wanting more.
"I am not retiring - in fact I am already thinking about next season," he said in the Daily Express.
"The euphoria evaporates almost immediately and then I move on. It's just something in me, to create that drug again.
"That save by Edwin van der Sar was my moment, you enjoy the immediate euphoria and excitement and then you just carry on."
Ferguson believes United will be even stronger next season and has backed his side to become champions of Europe for a second successive year.
He added: "When you win something, the first thing you do the following season is to look at the player's eyes to make sure the hunger is there.
"And we have players who want to do it again and again, I'm sure of that. It will not be easy, defending the European Cup is not easy to do - but I certainly think this team is good enough.
"There are certain players who will improve immeasurably next year."
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