Evra won his 10th trophy with United last Sunday when they beat Aston Villa 2-1 in the Carling Cup Final.
Evra said: “The manager and I wind one another up all the time.
“We exchange a number of words in French. There is a good relationship between Ferguson and me.
“As long as I do my job on the pitch we have a good laugh together. But the day I have a poor game I come in for the hairdryer treatment from him.”
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.