The former Manchester United manager beamed with joy from the Royal Box and appeared to say "that was good" after Murray secured a straight sets victory over Kevin Anderson.
Speaking immediately after the match, Murray said: "That was a good win because he was playing very well at the end, making it very tough."
Also in the Royal Box was entrepreneur Sir Richard Branson with his daughter Holly, Sir Cliff RIchard, who wore a garish blue suit, FA chairman Greg Dyke, the Countess of Wessex and the Duke of Kent.
Sir Alex was at Centre Court for Murray's 2013 quarter-final victory, and the tennis star described the advice he gave him during a 15-minute chat as "gold dust".
Murray said after their meeting last year: "It's an unbelievable work ethic for such a long period of time. Spending 15 minutes with him, he's a really impressive guy and you can learn a lot from him."
Earlier the crowd on Centre Court saw Eugenie Bouchard beat Alize Cornet.
Bouchard and her twin sister are named after the Duke of York's daughters, Eugenie and Beatrice.
Meanwhile a cyber row appears to have broken out between British tennis supporters.
The area where fans at the All England Club watch Wimbledon on a giant screen was originally labelled as Henman Hill on Google Maps.
It was renamed Murray Mound after Andy Murray won his title last year, but it was changed back - possibly by a disgruntled Tim Henman fan - during the last two days.
A spokesman for Google said the changes are being made by users of Map Maker, a tool where people can add places to Google Maps.
It was also claimed today that Hawk-Eye technology could replace line judges in tennis.
The ball-tracking system has become a central part of Wimbledon in recent years, and former champion John McEnroe has called for technology to take over, saying ''Do away with the umpires and linesmen completely''.
Luke Aggas, director of operations at Hawk-Eye Innovations, today said the idea of removing line judges is being considered for some matches.
''There are a few events, not necessarily main draw events, maybe the exhibition-type events, that are thinking about utilising the system without line judges and seeing whether that does increase the entertainment value to the match, whether the players end up calling their own lines and challenging each other, which would be quite an interesting dynamic,'' he told Live @ Wimbledon radio station.
McEnroe said ahead of this year's tournament that he thinks umpires are unnecessary.