It was not just the latter years of his career Murray found difficult, with the media criticism in his glory days also presenting struggles.
The Briton felt even though he was “extremely successful” there was something he was “failing at” because of the high expectations put upon him.
“It was really hard for me at times, reaching the final at Wimbledon and being criticised for your work or feeling you are not good enough,” he added.
“Which I think is wrong and I don’t know if that would be the case in every country.
“It might have not been the case, but my perception was I was feeling I was being attacked even when I was doing really well, and that was pretty hard.”
Murray wants to stay involved in sport and will continue to “love tennis” but is turning his focus to the golf course.
Despite not being able to play much in recent years because of back and hip problems, he is still determined to push himself.
“I want to get to scratch, whether that is possible or not I don’t know,” Murray said.
“I’ve got a lot of time on my hands to practise.”