The highly conductive two-dimensional electron gas formed at the interface between insulating SrTiO3 and LaAlO3 shows low-temperature superconductivity coexisting with inhomogeneous ferromagnetism. The Rashba spin-orbit interaction with the in-plane Zeeman field of the system favors p(x) ± ip(y)-wave superconductivity at finite momentum. Owing to the intrinsic disorder at the interface, the role of spatial inhomogeneity in the superconducting and ferromagnetic states becomes important. We find that, for strong disorder, the system breaks up into mutually excluded regions of superconductivity and ferromagnetism. This inhomogeneity-driven electronic phase separation accounts for the unusual coexistence of superconductivity and ferromagnetism observed at the interface.