Celtic were 2-0 up at Real Betis last week, but eventually lost the game 4-3 in the opening group clash of their Europa League campaign.
Their familiar defensive issues came up again in Sevilla and shoddy defending led to conceding four goals when they had a good opportunity to pull off a great result away from home in Europe.
Ferguson admitted that at that level in Europe, teams are going to punish Celtic if they continue to make mistakes and the quality of the teams in the Europa League group stage is top-notch.
He indicated the defensive frailties will continue to hold back Celtic as they concede too many easy goals, as evident against Real Betis.
The former midfielder said on the Go Radio Football Show: “In Europe when you make mistakes against good teams they will punish you.
“It’s a different level Europe.
“I know they had a great start, 2-0 up but if you look at the goals Celtic conceded, some of them were bad goals.
“That’s the worry when you are around the sort of teams in the group stage of the Europa League.
“If you do make mistakes, you will get punished.”
Celtic’s next European clash is at home, but it is expected to be a tough game as they will be hosting German giants Bayer Leverkusen at Parkhead next week.