It has been a challenging start to the season for the Briton, who continues to recover from off-season back surgery while taking applications for a new coach following his sudden split with Ivan Lendl.
But after losing to world number two Novak Djokovic in the quarter-finals of the Sony Open on Wednesday, Murray heads to Europe in an upbeat mood.
Before diving into the European clay court campaign, Murray will head to Italy to spearhead Britain's Davis Cup quarter-final challenge.
But first, the Scotsman said he would take a couple of days rest in sunny Miami, where he maintains a residence, and likely mull over his coaching future.
"I think it's probably likely I will stay here for a couple of days and take a couple of days' rest and then I will probably go straight to Italy," said Murray. "It's pretty cold back home, so I won't really benefit from practising outside on clay in eight, nine degree weather.
"That's not going to be that good for me, so it will probably make sense for me to take a couple of days here in the heat and then go straight to Italy from here."
Murray will almost surely spend time over coming weeks sifting through resumes after ending his hugely successful two-year partnership with Lendl.
Murray won his first Grand Slam under Lendl's guidance at the 2012 US Open and ended Britain's 77-year wait for another men's singles champion at Wimbledon but has had a disappointing start to the year.
Talk floating around the Crandon Park complex during the Sony Open had the Wimbledon champion, who was coached by his mother when he was young, considering women's great Martina Navratilova as a possible replacement.
Murray is no stranger to thinking outside the box.
When he and Lendl joined forces it seemed to spark a new craze of celebrity coaches as Djokovic hired Boris Becker, Roger Federer teamed up with Stefan Edberg and Maria Sharapova gave Jimmy Connors a try.
"I wouldn't say it's impossible to have a male or a female coach," said Murray. "I would pick the best coach for me and speak to the people that I thought could help my game the best, whether that's male or female.
"My mum was obviously a big influence on my career. Also when I was growing up, Olga Morozova, she's a Russian ex-player, and she also coached quite a few players on the tour.
"I used to love spending time on the court with her and travelling with her, as well.
"I haven't put much thought into anybody yet, so I don't know."
Pressed repeatedly about his plans, Murray was tight-lipped, other than he would take his time finding the right fit.
"It's a big change, and it's something that I'll need to think about a lot and find a solution for," said Murray. "In that respect, yeah, it's distracting because when you have a settled team and stuff, that's the best.
"But everyone goes through periods like this. It's not distracting not having him (Lendl) here, because I played many matches without him there.
"It's more not having him as a coach and thinking about where I go from here."
- Sports & Recreation
- Ivan Lendl
- Novak Djokovic