Fury extended his unbeaten record to 26 wins, 19 by knockout, while Seferi suffered his second defeat in 25 fights.
"I hoped for a bigger opponent but we couldn't really get anyone, there was no one available". I will be better next time.
Warren plans to keep Fury busy but has no idea yet who he will face in his next fight at Windsor Park in Belfast, Northern Ireland, on August 18.
It was an unusual conclusion to an unusual fight but Fury is back on the heavyweight scene and apparently ready for more testing opposition in the coming months. But Seferi was a nuisance for Fury early, and the former champion was warned for joking around. Fury then piled on the pounds - he claimed to have lost eight stones in preparation for Seferi - and served a backdated drugs ban for testing positive for a banned steroid in February 2015.
Fury played to the crowd in the first round and looked a bit embarrassed when Seferi tried to rough up the former champion.
Albania's Switzerland-based Seferi was hopelessly outgunned in the fourth round, and it convinced him to quit.
The difference in weight between the fury and the Sefer was nearly 30 kg, whereas the difference in height - 26 cm in such hands equal match could not be, but as it turned out, the Manchester Boxing was not at all.
"Bomber" took to Twitter after Fury's comeback fight to promise that he would be able to knock out the undefeated heavyweight.
But Fury was disappointed by the attitude of 39-year-old Seferi, who was giving away more than 50lb and almost a foot of height difference on the night.
But just boxing again seemed unlikely at times for Fury during a troublesome period away from boxing.
The prospect of an all-British showdown with Bellew was presented to Fury in his post-fight press conference but he dismissed it out of hand, insisting that he would prefer to focus on larger opposition as he continues down his comeback trail.
Fury's English rival Anthony Joshua, the WBA-IBF-WBO champion, and American Deontay Wilder, the WBC champion, remain distant targets for Fury, whose priority now will be to build up some momentum against tougher opponents.