Nemanja Vidic was presented with the BPL trophy, after a 2-1 win against Swansea, by Chief Executive of Corporate Banking John Winter in front of 76,000 fans.
Sir Alex addressed the crowd after the final whistle and said: "Everyone at the club and you the fans have been the most fantastic experience of my life.
"Thank you. I have been very fortunate to manage some of the greatest players in the country. These players have won the championship in fantastic fashion. Well done to them. “
Man United took the lead against Swansea through Mexican striker Javier Hernandez. Spanish forward Michu equalised for the visitors before United defender Rio Ferdinand won the match three minutes before full-time.
Ferguson will end his 26-year reign after the club's last match of the season, at West Brom on Sunday, 19 May. He will be succeeded by David Moyes, who is leaving Everton to take over.