The former world No1 lost in straight sets to Frenchman Richard Gasquet in the first round in Mason, Ohio in what was his first singles contest since undergoing career-saving hip resurfacing surgery earlier this year.
Two-time Cincinnati champion Murray received a wildcard for the ATP Masters 1000 tournament, having already competed in doubles events over recent months.
Now pain-free, the Scot started slowly as he struggled to find a first serve and had to contend with Gasquet's determination to test his mobility at every opportunity.
In the event, Murray - who has signalled his intention to play in the singles at next month's Zhuhai Championships and China Open - lost the match but showed flashes of his best form as he warmed to his task.
The twice Wimbledon and Olympic champion, who feared in January that his career could be over, surrendered his service in the opening game and came within a point of a 3-0 deficit before rallying to lead 3-2.
However, Gasquet tested him to the full, including with a series of drop shots, before taking the first set 6-4.
The second set started in much the same fashion - the Frenchman establishing a 2-0 lead - but Murray repeatedly threatened to break while holding his own service with increasing confidence, before eventually succumbing 6-4 once again.
Additional reporting by the Press Association.