"Blind høne kann og finna eit konn," he said.
The Scot had just won sprint gold at the Norwegian Cross Country Skiing Championships and the locals were not amused; it was a bit like a team from the Lofoten Islands turning up at Lord's and winning the village cricket title by an innings.
The rough translation of the stunned Norwegian's words is "even a blind pig may occasionally pick up an acorn". It does Musgrave, who makes his second Olympic appearance in Sochi on Sunday, a grave disservice.
Based in Norway and fluent in the language, Musgrave is certainly no slouch on skis. The five-time Olympic champion Thomas Alsgaard, viewed as something of an authority on all things Nordic skiing, has compared him to another Olympic champion, Petter Northug, an athlete with hero status in his native land.
Norway have won 96 Nordic skiing medals in total at the Olympics and Musgrave, 23, would certainly have made their team here in Russia. "I don't think the Norwegian press could believe it; this British guy coming along and beating all their hopefuls," Musgrave said. "I thought it was a bit of a laugh and I poked some fun at them afterwards to make the most of it. The national championships are a really big deal over there.
"Perhaps they now realise we Brits are not just a bunch of idiots with two planks on our feet trying to waddle around. People have said some really nice things since I won the Norwegian title and the comparison to Northug, that means a lot to me. He was famed for being a hard trainer and when I train I try to do it better than anyone else in the world. I like training - some people don't - and I like pushing myself harder than anyone else."
That evening the Norwegian broadcaster NRK led their prime-time sports bulletin with the headline 'This hurts for Norwegians'. The tabloid VG was even less impressed and didn't hold back.
Musgrave, who studies in Norway but describes himself as a "regular Scottish guy" is refusing to get carried away. He didn't make the top 50 in Vancouver four years ago and his best World Cup finish is an 18th place at last year's test event in Sochi. To describe him as a podium contender is a stretch but to describe him as a podium contender of the future is no longer a flight of fancy.
The sprint race is scheduled for Tuesday. The field will be whittled down to 30 in a qualifying race and there are two rounds of elimination before the final. "I've always had a lot of self-confidence and I should be able to qualify for the semi-finals in the sprint," Musgrave said. "Once you reach that stage anything can happen. It's a long hard course, people get tired, there are falls, perhaps it goes my way and then I'm in the final.
"The course I won the national title on is very similar to Sochi because the Norwegians were using it as their Olympic trial. It was long and hard with lots of climbing. Everyone sees the sprint as my best event but I don't, because a lot of my best results have been over longer distances."
Musgrave started skiing at Huntly Nordic Club on the River Deveron. He was coached by Roy Young, who now looks after a British team that includes Musgrave's older sister Posy and two other Scots, Callum Smith and Andrew Young.
Crucial to Musgrave's development - with shades of Andy Murray's move to Spain to hone his tennis skills - was the decision he made to relocate to Norway after completing school.
"I'm so glad I took that chance; it's been an awesome experience for me," he added. "I've just trained and focused on my skiing but now my language is good enough they've allowed me to study at university there. The first few years I was living in Norway I was basically living off my dad but I now race for one of the best pro teams there."
Musgrave couldn't be more different to the British freestyle skiers and snowboarders in Sochi: don't expect him to be either bummed (disappointed) or stoked (pleased), whatever happens next. But allow him time, let him develop and the future could actually be golden. Or, as they say in Norway, ein må lære seg å krype før ein lærer å gå: you need to learn to walk before you can run . . . or ski.