The world number one tennis star said his whole family became Hibs supporters because his grandfather Roy Erskine had turned out for the Edinburgh club in the 1950s.
Murray, 30, enjoyed regular family outings to Easter Road stadium as a child, but he said the cheers whenever Hibs scored a goal caused him to cry.
He said: “Our family all supported Hibs because my grandfather played for Hibs so we would go along as a family to watch games at the weekend.
“My aunties and uncles, my dad and my mum, would take me and my brother along and it was like family time. It was nice, and the fans at Hibs are pretty nice it was a nice family atmosphere with not too much swearing or aggression.
“It was nice for us, and me and my brother started playing at a really young age and always enjoyed it.
“I would have been six or seven years old (when I went to my first game).
“My dad I remember telling me when I first went along to watch, when Hibs would score a goal and everyone would start screaming, I would start crying. It was too loud for me.
“That’s not the case anymore when I go to watch games, but I remember him telling me that. I wouldn’t cry now watching football.”
Murray said following Hibs had been useful in life as it taught him to “get used to losing”, but also the joy of winning.
He added: “It does help you get used to losing at a young age.”
Dunblane ace Murray revealed he could have had a football career as a striker after starring for his local boys’ club Gairdoch United, only to focus on tennis instead in his teens.
He said: “When I was about 14, I was supposed to be going over to Tampa in the States to train for four weeks, and also to check out an academy there that I was potentially going to move to. The day beforehand I was playing a game for my local team and someone stood on my ankle and I didn’t get to play tennis or football for six weeks.
“That was when I spoke to my parents and it was really ‘no more, you have to choose between the two. If you want to start playing tennis more seriously you can’t be getting injured playing in other sports’.
“That was certainly a big moment but there was also one other, when I was having a tennis session after school and I was also still part of the football team.
“I had my session and after about 40 minutes my dad came to pick me up to take me to football. As I was leaving I said to my dad ‘I don’t want to go to football. The training was an hour and a half and I’m only playing 40 minutes of tennis, and I’m much better at tennis than I am at football’.
“These things all happened around the same time, when I was 14 or 15, and that was it.
“I was a striker -- I always played up front. I was bigger than a lot of the guys I was playing with, which helped, but I liked scoring goals.”
The tennis star also revealed how he turned down Rangers at the age of 14.
He added: “The local team that I played for Gairdoch United were like a feeder team for Rangers so we went and did a training session in front of some of the Rangers scouts, people who were working at the Rangers school of excellence.
“After the training session my parents got asked if I would like to go along to train at the Rangers school of excellence. But that was also around the time where I was having to decide ‘what do I do?’ I couldn’t go and do that and also try to play tennis.”
Murray, interviewed on Sky, said there was nothing in tennis to compare to scoring a goal and celebrating with team mates.
But he revealed has now completely given up playing altogether.
He said: “I used to play five a side football once or twice a week when I was at home until I was like 24 or 25. And we would play three or four 11-a-side games each year, just with friends.
“We’d have a team of tennis players and coaches and we would play against local football teams from around London, but I haven’t done that for about three or four years since I had problems with my back.
“I stopped playing but I miss it.”
Murray also revealed he never expected to reach the world number one ranking in tennis.
He said: “It’s great to be there -- I never thought I was going to get there.
“I’ve been on the main tour for like 13 years and I’d always been ranked between two and four for most of that time.
“In the middle of last year I was a long way from doing that and then I just added a great finish to last season and it all happened quickly, but it has been such a long process to get there.
“There have been a lot of great moments but a lot of tough moments as well a lot of big losses in important matches.
“It wasn’t necessarily something I dreamt of I always just wanted to become a professional tennis player. I wanted to be playing in the major events but I never expected to get to number one.”