The Briton's hopes of winning his second successive grand slam title were ended by the resilience and defensive brilliance of world number one Novak Djokovic in the Australian Open final.
The Serb's 6-7 7-6 6-3 6-2 victory on Sunday was Murray's fifth defeat in six grand slam finals but having broken his duck at the U.S. Open last September against Djokovic, the pain is unlikely to linger quite as long this time.
Having played a five-set semi-final against Roger Federer and with a day less to recover than the Serb, a calm-looking Murray did well to save five break points in the first set and then played a superb tiebreak to move ahead.
But his big chance came and went in the second game of the second set when he had 0-40 on the Djokovic serve and failed to convert. It was the turning point of the match.
"I was getting quite a few 0-15s, 15-30s, 0-30s and I couldn't quite capitalise on my chances on his serve," Murray told reporters. "That was a disappointing part.
"I played a good second set. I created quite a few chances and didn't quite get them. That was the difference."
The two 25-year-olds, born just a week apart, are separated by two places in the rankings but they showed again that when they face each other across the net, there is a hair's breadth between them.
Murray said he was a little stiff after his effort against Federer but of bigger concern was a nasty blister that appeared on his right foot.
His ability to stop and change direction was affected and when you have a weakness, the last person you want to play is Djokovic.
Having lifted his energy at the end of the second set to level the match, he ran Murray side to side, relentlessly, slowly increasing the pain.
Still it took until the eighth game of the third set, two hours and 51 minutes into the match, for the first break of serve as Murray netted a forehand.
The gruelling rallies were beginning to take their toll and with Djokovic's tail up, Murray was broken in the third game of the fourth. That, pretty much, was that.
Murray denied that the blister had affected his chances and said he was more than happy with his efforts in reaching a third Australian Open final and his third straight grand slam final.
"The last few months have been the best tennis of my life," he said. "I made the Wimbledon final, won the Olympics, won the U.S. Open and I was close here as well. It was close.
"I know no one's ever won the immediate slam after winning their first one. It's not the easiest thing to do and I got extremely close.
"This is the first time I've beaten Roger in a slam over five sets. I think I dealt with the situations and the ebbs and flows in that match well.
"I felt much more comfortable on the court today than even I did at the U.S. Open, so that has to be a positive."