The former Manchester United goalkeeper told the show's host Jim Rosenthal: "He was my boss, so our relationship wasn't always sweetness and light. He has to manage you - and one of the great things he is capable of is managing you as an individual."
As you can see in our free clip, courtesy of MUTV, Schmeichel went on to discuss Sir Alex's handling of Eric Cantona and his remarkable longevity at the top of his profession.
Look out for more broadcasts of An Audience With Peter Schmeichel, only on MUTV.
For MUTV schedules and subscription details, see manutd.com/mutv.