In an Instagram post, Murray is pictured with a moustache and the new look inspired him to impersonate Will Ferrell's character Ron Burgundy in the film Anchorman: The Legend of Ron Burgundy.
In an accompanying video, Murray filmed the city's port as he quoted Ron Burgundy, saying: “San Diego. Drink it in because it always goes down smooth. I love this city. It's a fact, it's the greatest city in the history of mankind.”
“Discovered by the Germans in 1904, they named it San Diego, which of course in German means a ‘whale’s vagina’.”
The new look has been praised by his fans, who have described it as “classy”.
British Olympic champion and track cyclist Sir Chris Hoy posted: 'It's a strong look.'
Murray's mother Judy also gave his new look the thumbs up, by saying “staying classy”.
The humorous post comes after Murray was beaten at the San Diego Open with a second round straight sets loss to Casper Ruud from Norway.
The former world number one was given a wild card entry into the tournament as he continues his latest comeback from hip surgery and other injuries. He lost to the second seed 7-5 6-4 in an hour and 49 minutes.
Murray, who is currently ranked 109th in the world, sailed through the first round with a straight sets win over Denis Kudla of the US.