The former world No.1 fell to veteran Spaniard Fernando Verdasco in Germany, which followed him tumbling out of the French Open with a straight-sets first-round loss as he battles back from hip surgery.
“I need to get back to playing my game on the court, I’ve kind of gone away from that a little bit,” he said.
“I’m maybe making a few more mistakes than usual because of that.”
The 33-year-old was handed a wildcard in Cologne, where he showed plenty of his competitive determination with a number of crucial breaks against Verdasco.
The former world No.7, however, proved too strong and eventually progressed 6-4 6-4 after one hour and 40 minutes.
The Scot admitted there were “a lot of things” he would need to improve.
“I need to practise, I need to play matches and physically I need to get better,” he said.
“Some things I did a little bit better but overall it was not that much better than that match (against Stan Wawrinka in Paris).
“It’s a surface that I’m a little bit more comfortable on, so that probably helped me. But in terms of my game, it was not much better.”
Murray vowed to have “a long, hard think” after suffering the joint worst grand slam defeat of his career to Wawrinka at Roland Garros, where he won just six games.
He reached the second round of the US Open in September but remains outside the world’s top 100.