The former world number one beat Kazakh Dmitry Popko in a dead rubber in Glasgow and conceded that he may not get to play in front of such a passionate crowd again as Great Britain were eliminated from the competition,
Murray said: "I found it difficult at the beginning. It's just hard to know how to play emotionally because you can't fake it. I wanted to win today but, if I lose, it doesn't really matter. That's what I enjoy about sports.
"But it was brilliant. They did an amazing job today. It was the fullest it had been all week. I'm glad I was able to get out there and play in front of them. Maybe that's the last time I play here or get to play for Britain in front of a crowd like that.
"If it is the last time, it's been amazing what they've done for our team. The crowd in a lot of our matches has made a big difference. They've been some of the best memories I've had on a tennis court."
Murray paid an emotional farewell to the Scottish crowd at the end of the match and revealed that the reality only dawned on him at the end.
The three-time Grand Slam winner said: "I only thought about it at about 5-2 today in the second set. I wasn't thinking about it before the weekend or during any of the doubles matches or anything. I kind of realised that as I was playing the match.
"I felt that a little bit at the end. I lost my focus a bit and felt a little bit emotional about that."