Snatching defeat from the jaws of victory, being inexplicably gubbed by wee diddy teams, managing to go down by the odd goal after a magical effort a la Archie Gemmill: been there, done that, bought the simmit.
But tonight, here in Melbourne, on Rod Laver Arena, the big fella himself, Crocodile Dunblane, took losing to a whole new level.
Sure, Andy Murray went down, but he did it with incredible bravery, showing so much courage that even this cynical and inveterate non-patriot felt inordinately proud he's one of us.
Clearly suffering from a debilitating injury - presumably his recently repaired but still chronically dodgy back - Andy never ever looked like he even had a sniff of a chance.
Arriving on court in an all-blue outfit, ankle supports making it look like he was wearing Doc Martens, which combined with a trendy suede-head hairstyle and an Adidas t-shirt that wouldn't have looked out of place at a Specials Gig at Shuffles Ballroom circa 1978 (all he needed was a pair of Levi Sta-press) Andy certainly looked the part.
Unfortunately however, as soon as the match started, he seemed flat, stiff and not really at the races. Nowhere near his best, making unforced errors, not even capable of verbally firing himself up which, as we've seen, almost always leads to an immediate improvement in his play.
Even his support team, the inscrutable Ivan Lendl, the much more animated fitness coach with the shaved head (don't know his name) and Judy his ubiquitous Mum - appeared low key and lacking in expectation.
It didn't help that Andy was up against a resurgent Roger Federer, Fed the Great, a man so neat and tidy you feel he almost certainly irons his underpants. Or more likely has staff that does it for him.
The decidedly light on his feet Fed was absolutely on fire and breezed through the first two sets with barely a worry. Mind you, Andy was making it pretty easy for him, knocking balls long and into the net, prompting me and my courtside companion, the lovely Melbournian Koula, to wonder if we'd be back in the pub before dark.
And then, suddenly, towards the seemingly inevitable end, Andy was the victim of a horrendous umpiring decision, the ball bouncing twice before Fed pounced to make a winner.
Just exactly what our boy needed to inflate that chip on his shoulder, fire him up and, almost miraculously, save two match points and then, against all the odds, take the third set.
Courage? Don't ever doubt it. The big fella has it in spades.
At no point in the fourth set did it look like Andy could win - his back pain was palpable, especially when it came to the first serve, once a massive weapon, now more or less just a tame way of getting the ball into play.
But still, somehow, he hung on. Fed, as a true professional should, started to stick the knife in - the Swiss Army knife, Koula contended - but our boy refused to chuck the towel in.
He forced Federer to win this match rather than give it up, almost limping off the court at the end, beaten but not broken.
Okay, he didn't win, he didn't even look like he could win - but once again he showed us that despite losing, he truly is a champ.
Andy will be back. When his back is better, that is.
The big fella did us proud.