Murray heads into the Australian Open with the eight-time Grand Slam champion recently recruited into his camp, prompting hopes that the Scot can end Britain's 76-year Grand Slam drought.
Murray has lost in three major finals - without winning a set - while Lendl lost in four before going on to win eight during a stellar career.
But the world number four - who won last week's Brisbane International with Lendl courtside - said it could take months to feel the benefits of Lendl's guidance.
"I'm not going to get the benefits from having Ivan this week. I'm going to see it in six months, 12 months' time, you know, when all the things we work on start falling into place," he said.
"I mean, it's obviously good to have someone with his experience around the slams and these situations. But in terms of the actual improvements in my game, it's going to take a little bit longer than a week to make changes."
Murray, who split with ex-coach Alex Corretja last March, said he appreciated his new mentor's approach.
"I really enjoy being around him. He's been good fun, good sense of humour. As you probably expect, he has a lot of great stories to tell," Murray said.
"Yeah, he doesn't hang around all the time. When we get the work done, he leaves, does his own thing. We've got on well so far. Hopefully that continues."
Murray added that the 51-year-old Lendl had added important leadership to his close group of advisors.
"He doesn't need to be always coming to me and saying: 'Do you want this?' 'Do you need this?'. So, yeah, he's probably given the team a bit of extra leadership, and it's been good for them to have him around as well."
Murray will play American Ryan Harrison in the first round in Melbourne, where he has twice been a beaten finalist.