The Wimbledon champion made a beeline for Florida and his penthouse apartment after losing to Milos Raonic in the fourth round of the BNP Paribas Open in Indian Wells.
Having scrapped his way through his first two matches, it appeared Murray had turned things round when he took the first set against big-serving Raonic.
But a collapse from a break up in the decider left Murray concerned and more than a little confused.
Coach Ivan Lendl never enjoyed coming to Indian Wells as a player and left Murray in the hands of assistant Dani Vallverdu for the duration of the tournament.
One of the first things Murray will do in Miami is to talk things through with Lendl ahead of the start of the Sony Open next week.
There is no need for too much doom and gloom given Murray's record at Indian Wells over the last five years has not been very good.
In Miami, on the other hand, he has won the title twice, including last year when he beat David Ferrer, while he lost to Novak Djokovic in the final in 2012.
Murray said: "Obviously Miami is a place I know well and I train a lot there.
"Over the next few days I'll have to think about a few things, and hopefully I'll play well in Miami, which I have done quite a few times in the past."
The Scot has won only eight matches on his last five visits to Indian Wells.
He lost the first set in both his first two matches this time, against Lukas Rosol and then Jiri Vesely, and against the latter he never found anything like his best form, relying on his opponent's inexperience to salvage the situation.
Murray said of his form during the tournament: "It was clearly patchy, but that's often been the case here.
"The most important thing is to get yourself in winning positions, even when you are playing patchy tennis. I did that in all of the matches.
"But I was just really disappointed with how the last 15 minutes of the match went (against Raonic). That was really, really poor.
"In most matches like that, I would be hoping I'd do a better job of closing matches out. It was nowhere near good enough when I went ahead.
"I will need to try and start matches a little bit better, be a little bit more intense throughout the whole match, and not give up so many free points."
Murray is far from the only big name to have struggled in the Californian desert this year, with Rafael Nadal, Stanislas Wawrinka and Tomas Berdych all going out before the quarter-finals.
The tournament is one of the most popular on the circuit among the players, and Murray is somewhat baffled why he has failed to play his best here.
He said: "I have lost a few close matches, like this one. Last year against (Juan Martin) del Potro, I lost in three sets. I played not bad here at the beginning of my career.
"I'm not sure. I have lost some close ones, a lot of the times against big guys with big serves, big games: (Robin) Soderling, Del Potro, Raonic.
"When they're winning a lot of free points on their serve, I just maybe always struggle to control the ball a little bit here."
Murray insisted after his loss that the back surgery he had last September could no longer be cited as a mitigating factor.
After Miami comes the clay-court season, and the world number six will be all too aware that Miami could be his last chance for a morale-boosting title tilt until he hits the grass in the summer.