The former England captain lost his wife Rebecca in May 2015, just 10 weeks after she was diagnosed with breast cancer.
The couple, who married in 2009, have three children Lorenz, 10, Tate, eight, and Tia, 5.
In the hour-long film, Rio met other men who had suffered a bereavement as well as children who had lost a parent.
Those watching at home praised the 38-year-old for his openness.
One viewer tweeted: “Drowning in my own tears – Heartbreaking yet totally inspirational!Bereavement is one of the loneliest experiences #BeingMumAndDad.”
“#BeingMumAndDad is really raw, compelling, inspiring, heartbreaking and all round tear-jerking,” another commented.
While a third said: “#BeingMumAndDad is really pulling at my heartstrings, big respect for @rioferdy5 for coming out and doing this.”
“#BeingMumAndDad with @rioferdy5 is an incredibly hard watch but what a brilliant programme,” a fourth added.
Rio has previously spoken about how he now has sympathy for people who go to “dark places” since Rebecca passed away.
“I used to look at people and read stories and think ‘how can you be so selfish and commit suicide or attempt to commit suicide’ I used to think ‘you’re such a selfish person’,” he told press including Express.co.uk.
“But now I can sympathise. I understand you get to places where you have those thoughts.
“If I didn’t have that network of people or my kids who are an inspiration I don’t think I’d be able to get up and think straight. I can understand that much better now.”
Rio Ferdinand: Being Mum and Dad is available to stream on BBC iPlayer.