The meeting, held in Moscow at the VEB Arena, ended 1-0 in favor of the guests.
The victory to Ferencvaros brought the goal of Roland Varga, who scored in the 88th minute.
In the fourth round, Ferencvaros will host CSKA in their field. The match will be held on November 7th.
Earlier it was reported that Conor McGregor attended the Europa League game CSKA - Ferencvaros.