Ferguson said the Gunners are keeping him in the dark after he made a bid for the Dutch striker.
Van Persie, 29, has 11 months left on his Arsenal contract, and has declined an offer to extend his deal at Emirates Stadium.
Ferguson said: "It's difficult to know why they are operating in this way. We've been trying our best but there's been no progress. You know we've made a bid but Arsenal has been trying to negotiate with other clubs.
"They are not giving anything away. I've not got a gut feeling about this one. We have not had any breakthrough."
United has already made a 15 million pond bid, but Arsenal is looking for more than 20 million pound, The Sun reports.
Sources close to Van Persie, who trained with Arsenal  in Germany, said he wants to move to Old Trafford, but Manchester City also remains in the frame.
Van Persie scored 41 goals in 53 games for club and country last season and was named Professional Footballers' Association and Football Writers' player of the year.
Juventus has also been pursuing Van Persie while Manchester City boss Roberto Mancini revealed the Premier League champions were now out of the running for the striker. (ANI )