Indeed, the Wolverhampton side found themselves 2-0 up early on against Chris Ramsey's men but the west London side battled back.
And how they were rewarded, as a Charlie Austin goal and brace from Matt Phillips led them to a 3-2 victory at Molineaux.
Ferdinand hailed their 'decent character' on Twitter - which is a very big understatement indeed.
And another ex-QPR defender in Danny Gabbidon also took to social media after the Wolves win.
Gabbidon said a little more than Ferdinand and predicted QPR's season to come based on the display. According to him, the R's look like they will almost certainly go on to concede plenty more this term. But that they will also score several more...
Looks like QPR r gonna score a few and concede a few this season great 3 points here if they can hang on #QPRFC— Daniel Gabbidon (@Gabbidon35) August 19, 2015
It was a dramatic night all round as Leeds United gave up a 2-0 lead to draw 2-2 with Bristol City and Celtic conceded two goals in the Champions League at home (although they still won 3-2).
But QPR topped the billing in terms of drama and this away win will be remembered for some time to come.