The former Man Utd and England defender teamed up with Gary Lineker, Alan Shearer and Frank Lampard to provide analysis of the game. But, as he made his way through crowds of fans, the 42-year-old pundit seemed to be hit on the back of his neck by a can of Heineken. Photos show spray from the beer can falling on his head, as fans appear to mob him.
Earlier, Rio led a group of fans in a sing-a-long as a party atmosphere preceded the final.
The ex-Man Utd centre back posted a video of himself firing up a crowd of supporters at Boxpark with the chant 'Sterling's on fire'.
Ultimately, England fans were left bitterly disappointed, as their team lost 3-2 on penalties to Italy.
Italian keeper Gianluigi Donnarumma preformed heroics as he saved spot kicks from Jadon Sancho and Bukayo Saka, while Marcus Rashford hit the post.
The youngsters were inconsolable, despite the best efforts of England staff and other teammates to comfort them.
Later, Mr Ferdinand praised their courage to step forward and man-up for the penalties.
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He tweeted: "All the boys who put themselves forward to take a pen we are proud of you – takes a form of bravery to step up in such pressurised situations.
"@BukayoSaka87 @Sanchooo10 @MarcusRashford we salute you boys."
The former Man Utd defender acknowledged the Italian side were the better team and deserved victory.
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But he expressed pride in England's performances over the course of the competition.
"Firstly, congratulations @azzurri you guys deserved to win - the better team," he wrote.
"This @England team has made us proud like no other team before them has, other than the '66 team.
"Thank you for cheering us up. Unfortunately it wasn’t to be - you will come again."