The dour Scot was in tears after losing last year's Australian Open final to Roger Federer, but last night's 6-4 6-2 6-3 whipping by Serbian world No.3 Novak Djokovic was undoubtedly worse.
Murray had said in the lead-up to the match that losing last year's final had made him mentally stronger and he would handle the decider better this time around.
But after a tight first hour against Djokovic - a friend and frequent practice partner - Britain's great grand slam hope had a nightmare patch that allowed the impressive Serb to seize total control.
From 4-4 in the first set, Djokovic won the next seven games in quick time to take the opening set and a massive stranglehold on the second, while Murray seemed tentative and lost for ideas.
The Briton at least managed to save a set point to prevent a second-set whitewash, picking up two games.
And, to be fair, Djokovic, who also outclassed 16-time grand slam title-winner Roger Federer in the semi-finals, produced some sublime tennis.
The highlight was Djokovic claiming his seventh break point to take a 3-1 lead in the final set, when the third seed had to virtually do the splits on the run to retrieve several shots, before clinching the break with a winner at full stretch.
A desperate Murray threw in yells of anger, gestured at the occupants of his courtside box to calm down and broke a racquet in disgust late in the match.
He made a last-ditch stand to level the third set at 3-3 and force Djokovic to fight for his victory, but it was too late and too little to turn the irresistible tide of the match.
The pressure of trying to become the first British men's grand slam champion since Fred Perry in 1936 is something Murray has tried to shrug off, saying his drive is personal, not a quest to make history.
And whether or not those words are completely true, the 23-year-old has plenty of time on his side.
But undoubtedly the pressure of his unenviable record in grand slam finals will continue to grow until - or if - he finally breaks through.
