Ferguson revealed on United's recent tour of South Africa that United had made a bid for last season's Premier League Golden Boot winner.
United's interest seems to have fended off competition from Manchester City and Juventus.
And, from Ferguson's comments to reporters after his side's penalty shoot-out defeat to Barcelona in
"We have made a bid and they've been trying to negotiate with other clubs," said Ferguson.
"I don't have a gut feeling on it at the moment, I must admit.
"We're not getting any breakthrough with Arsenal.
"It's difficult to say why they're operating this way.
"I don't know what their thoughts are because they're not giving anything away."
There had been rumours circulating prior to the game that Van Persie was heading to Manchester for a medical.
It seems they were wide of the mark.
"I can't give you any more information," said Ferguson.
"We just have to persevere.
"We are trying our best and hopefully it will come our way but there's no progress at this moment in time."
It was the second transfer blow of the day for United, which discovered prior to kick-off that Brazilian midfielder Lucas Moura had joined cash-rich Paris Saint-Germain.
Ferguson was keen to sign the teenage midfielder from Sao Paulo and remained in Manchester at the weekend when his team headed to Norway 'to do some business'.
The clearest indication Moura was looking elsewhere was that Ferguson jetted out of Manchester prior to Brazil's Olympic semi-final win over Korea Republic, when the midfielder was an unused substitute.
It seems United simply could not compete with PSG's Qatari-backed spending power.
After the huge purchases of Zlatan Ibrahimovic and Thiago Silva, Ferguson stated the world had 'gone mad'.
"I find it quite amazing that a club can pay 45 million euros ($52.6 million) for a 19-year-old boy," said the Scot.
"To tell everyone that PSG are here they've signed Thiago Silva and Zlatan Ibrahimovic. They must have spent about £150 million ($222 million) in the last month.
"The only deterrent to that is UEFA.
"In the conditions of European football, you don't qualify for Europe by winning the league or coming second - you only get in by invitation.
"That's where, hopefully, UEFA can have some power.
"When somebody's paying 45 million (euros) for a 19-year-old boy you have to say the game's gone mad."
English Premier League
Rafael Benitez quietly slipped out of Chelsea as the UEFA Europa League winner ended its season with a 5-3 friendly loss to Manchester City at Yankee Stadium.