But an exhausted three-times Grand Slam winner Murray also feels he is playing the best tennis of his career at the age of 29.
Since losing the French Open final to Novak Djokovic, world number two Murray has won Queen's, his second Wimbledon title, and a second Olympic gold medal after defeating Juan Martin del Potro in a gruelling four-set, four-hour final in Rio.
Murray flew directly from Brazil to Cincinnati to contest the Western & Southern Open, which he won in 2008 and then 2011.
Despite battling the shoulder problems and jet lag, he beat Juan Monaco, Kevin Anderson, Bernard Tomic and Milos Raonic without dropping a set to set up a final with Marin Cilic on Sunday.
"I'm very proud of this week," said Murray.
"Obviously today it didn't go how I would've wanted. But I certainly didn't expect to get to the final when I arrived here.
"After the first match I played, I was having problems with my shoulder.
“I did speak about it with my team, but my physio was pretty confident that it was just fatigue, and that I didn't have any sort of structural damage in my shoulder.
“When it was said that I wasn't going to make it worse by playing, I thought: ‘Let's go for it this week. Let's try and get through as many matches as we can.
I think I’m playing my best tennis just now. It's not even close to anything else I had done before. Seven finals in a row, winning Wimbledon again, and the Olympics. It's been really good.
Former US Open champion Cilic claim his first Masters title, but Murray is hardly deflated having record his 600th win as professional against Anderson on his way to the final.
“I really didn't expect to be here" said Murray.
"It’s obviously disappointing when you get to the final and not win, but it was a very, very positive week considering everything. Mentally I'm in a good place just now. So I'm looking forward to New York for sure.”
Marin Cilic was too strong for Murray.
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"I had some pretty good wins along the way. Today there were tough, tricky conditions with the wind.
"I think if I got off to a better start maybe could have done a bit better. I had a break point in his first service game and 0-30 in his next service game.
"But it's a very, very positive week. I'm looking forward to a few days' rest now.."
Is defeat really such a blow to Murray?
Not really. It will sting for a few moments due to his personal pride but probably not as much as his aching limbs which are in need of rest after an astonishing unbeaten run since losing the French Open final to Novak Djokovic in June. Murray's 22 matches without defeat has encompassed claiming Queen's, Wimbledon, Olympic gold and a run to this final in Cincinnati.
He is shaping up to be a serious contender to claim a second US Open to go with his 2012 triumph, and is playing at a higher level than when he carried off Olympic gold and the US Open four years ago.
He has a week off before the US Open begins at Flushing Meadows on August 29. Djokovic is evens favourite, but Murray starts as close to the world number one in New York as he has been for some time. It could be a glorious finale to the year for Murray with a Davis Cup semi-final against Argentina in Glasgow on September 16-18 and the possibility of back-to-back titles a viable prospect for the British number one. .