The 26-year-old bounced back from losing his first four grand slam finals to break his duck at the US Open in 2012, while his crowning achievement in winning Wimbledon earlier this year was a big factor in him being voted BBC Sports Personality of the Year.
Such is his dedication to his profession, however, Murray missed the ceremony in Leeds earlier this month as a result of his pre-season training commitments in Florida as he recovers from back surgery.
He is expected to be fully fit for the 2014 season and is looking to add to his haul of two grand slams, but acknowledges that it will be tough.
"I want to try and win as much as I can, I lost enough times in big matches to not want to do that," Murray said in an interview with Sky Sports News.
"I don't want to lose four slam finals in a row again; that was horrible.
"But I also know how hard it is to win those tournaments. It may never happen again, I might not win another one but I just want to give myself the best chance to do that and that's why we do the work over here and train and prepare as best as we can.
"Hopefully I'll give myself an opportunity to win another one."