The world number one and defending champion was ousted 6-2 6-4 by home favourite Fabio Fognini in his first outing in the Italian capital, less than a week after losing to Borna Coric in Madrid.
It was his seventh loss of a disappointing year, a stat he did not register in 2016 until August, and he looks a far cry from the player that won five successive tournaments at the end of last season to climb to the top of the rankings.
The Scot, who turned 30 on Monday, will now return home before linking up with coach Ivan Lendl next week ahead of the French Open, which starts later this month.
“I am just not playing well,” Murray said in his post-match press conference, quoted on the Internazionali BNL d’Italia website. “I mean, the last couple of weeks, they have been tough and I haven’t played well.
“I am just not playing good tennis and I need to try and work out how to turn that around.”
In terms of the encounter with Fognini, this was a tough draw for Murray, coming up against an inspired opponent, who beat the Scot in the Davis Cup previously and also took a set off Rafael Nadal in Madrid last week.
Fognini brought his A-game in front of a partisan home crowd, peppering Murray with forehand and drop shot winners to set up a memorable win.
He did not face much resistance on the other side of the net, though, with Murray regularly leaving short balls in the centre of the court that had Fognini licking his lips, with the Briton also admitting his movement had been poor.
“I am sure there were a lot of things I could have done better,” the Scot added. “Obviously he started the match extremely well and then mid-to-end part of the second set, there were a few opportunities there.
“But he was taking the ball early, hitting the ball close to the lines and dominating most of the points.
“Normally during matches your opponent might give you a few opportunities with some errors, and obviously you hope to create a few yourself. That certainly wasn’t the case today.
“The only chance I really got was when he was making errors.”