Skipper Murphy was sin-binned with just 12 minutes remaining in the semi-final and then saw Cardiff Blues come back from 26-12 down to draw level and force extra-time before the drama of a sudden-death kicking contest.
The Ireland international full-back scored one of the Tigers tries and was also one of the first to stand up to the pressure of the first kicking competition in Heineken Cup history, and felt only sympathy for the players who missed.
“Looking at some of the boys talking about taking the kicks, they were more nervous than I have seen them for along long time,” he said.
“There was a lot of pressure on. But once they realised they were taking one they got into the zone.
“It is not a good way to win a game, and certainly not a nice way to lose a game. You’ve got to feel sorry for the Cardiff boys.
“After 80 minutes, having just conceded two late tries, I was nervous going into extra-time, but then I thought we played the rugby in the extra period.
“We felt we’d had most of the play and we would have felt hard done by if we had gone out. We had done well and we worked hard when we were down to 13 and 14 men.”
Jordan Crane was given the opportunity to claim a place in the final after Martyn Williams missed his kick for the Blues and Murphy said: “I would not wish that on anybody. It is a horrible way to lose.
"Martyn Williams is a fantastic player, tremendously respected across the world of rugby. It is disappointing for him but hopefully people will not remember that down the line.”