The 32-year-old from St Helens was beaten last month by the formidable Gennady Golovkin, stopped in the 11th round of their WBA middleweight clash in Monte Carlo.
It was the furthest Golovkin (32-0 29KOs) has gone in the paid ranks and Murray earned plenty of plaudits for the way he stood up to the champion’s fearsome punching.
But ultimately it was his third attempt at winning a world title after a previous loss to Sergio Martinez and a draw with Felix Sturm – now he feels the time is right to move up.
“I went into the Golovkin fight with a gameplan and that was to take the centre of the ring and try and push him back. But I just wasn’t able to do it at 160lbs,” Murray told sportinglife.com.
“I’m still looking at all my options but it seems likely that I will move up to super-middleweight. I know I’m big at 160lbs so that extra eight pounds should suit me.
“I certainly feel as though I have plenty left in me. I’m 32, but a young 32 and I’ve only been a pro for just over seven years so I certainly think there are plenty more fights in me.
“I’m not a big boxing fan. I don’t watch it at home and I rarely go to shows unless one of my friends is fighting. To me it’s just a living and while I know there are still big fights out there for me then I’ll keep on doing it.”
Murray (29-2-1 12KOs) was put down three times by Golovkin and believes there is not a middleweight to touch him at present.
“It was nice I suppose that people were saying that I put in a brave performance and did well to take him 11 rounds. But I’m a boxer, I’m a fighter and I went there to win,” said Murray.
“I wasn’t there to make up the numbers and I was confident I had the gameplan to beat him. But like I said, I just don’t think I was able to execute it at 160lbs.
“Having said that, Golovkin is something special. Do I think any middleweight could beat him at the moment? No.
“He’s certainly the hardest puncher I’ve been in with. I trained for and expected pain and he brought it. But don’t think he’s just a banger – he picks his shots well, mixes them up and his movement is also good.
“I certainly feel that I belong at world level and I feel like I owe it to myself to have at least one more try at winning a belt.”