While the Scot attempts to lick the wounds inflicted by Stanislas Wawrinka here on Thursday, he knows there is little time to feel sorry for himself.
Murray will soon be back on a plane, heading to Croatia for Great Britain's Davis Cup match, where the world No.3 is to play a major part.
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Being part of a team environment, away from the pressures of being a defending champion attempting to retain his crown, could help the 26-year-old get over what was ultimately a dispiriting two weeks at Flushing Meadows.
It's what the Scot does afterwards that is most intriguing. How can such a driven, workaholic athlete rediscover his mojo and go again?
John McEnroe, the seven-time major-winner, is adamant what Murray's next move should be.
"I would take a month off," said the American. "He has been pretty flat. I think it is just a mental thing and he is a little weary after all the effort.
"I would still look at it as an incredible year for him as he has done something for the first time in 77 years. It is amazing and that high is so high you just can't grasp how big an achievement it was. He didn't have much time off where he could sit back and enjoy it and he was almost straight back into training.
"He had it a lot tougher than I did and there was a lot more pressure. I felt like I was dealing with a lot of pressure when I played Wimbledon, some of it self-inflicted, but it was a lot more so for Andy.
"He has been through a lot over the past 10 years and he should take a break.He should take some time off and try to finish strong in London at the tour finals.
"Then he can start to get ready for the Australian Open. I wouldn't be too concerned about the next few months if I were him. He has looked a little weary, mentally, to me."
Wise words indeed. Yet ones which are far easier said than done. In fact, with the modern scheduling as it is, McEnroe's notion is virtually impossible to pull off.
The Asian swing of the ATP tour begins later this month and Murray has entered into tournaments in Bangkok and Tokyo before the Masters 1000 event in Shanghai.
If he has a genuine injury, they can be missed.
If he's unable to get together a convincing doctor's note, though, Murray either has to show up or risk various censures.
The financial hit of around $40,000 would not bother a man with millions in the bank. Contractual obligations with sponsors would also have to be reneged - which would not go down well.
But it is missing out on crucial ranking points and risking those behind him catching up which would play most on his mind.
His position of world No.3 ensures a place at the end of year ATP Tour Finals is guaranteed. Yet with another Masters 1000 event in Paris the week before the 02 Arena showpiece, there is literally no time for an extended holiday in the life of a top tennis player.
Snubbing a tournament such as Bangkok is one thing. Not bothering with Masters events would leave serious holes in his climb towards those above him - Rafa Nadal and Novak Djokovic.
Sitting down back in Surrey with his feet up, playing with his beloved dogs and spending time with friends and family certainly seems the best remedy. In reality, though, it just isn't as simple as that. The modern tennis calendar is just too packed.
Murray complained in the aftermath of his destruction at the hands of Wawrinka how it was difficult to go at full pelt having achieved his goal of being crowned Wimbledon champion earlier this summer.
McEnroe feels his pain. And is sympathetic. He said: "The fires are burning. There are four slams a year and you just don't win them all the time. The key for him is just trying to chip away and one a year would be amazing. "
Murray's former coach and respected analyst Darren Cahill added: "All his life he's been chasing the Wimbledon title and to live a day in his shoes and to understand the pressure he is under is a difficult thing to do. To accomplish that and then get straight back up for the next challenge is very tough. Time will be his best friend at the moment. He can reset his mind and his body and set some new challenges. He will come back even stronger.
"Now it's about the challenges in front of him. The Davis Cup is next, so he needs to go into that focused and make sure he's around a bunch of team-mates who are supporting him. He will enjoy being in a team atmosphere when you play such an individual sport. After that, his team can look at what is best to do.
"He's had an incredible year and should be proud.
"He was vulnerable from the first round here [US Open] and he was up against a guy who took the most of his opportunities. I think Andy's been a little bit flat and rusty with his game. There have been mishits and errors which he normally wouldn't make. He was fighting with himself to try to get going. Just normal stuff you'd expect after Wimbledon. The one thing with Andy is that he is human. I think it's understandable and natural what happened to him here."
Coach Ivan Lendl has admitted privately the Scot's inability to regain the title he won had a certain inevitability about it and the pain will soon go away.
Switzerland's Wawrinka now plays Djokovic in today's semi-final but it is unlikely he will trouble the world No.1 who looks set for Monday's final.
In the other semi-final, Spain's Nadal should have too much fire-power for Richard Gasquet, of France.
All that's left for Murray to do is pack his bags and go again. There really is no other way.