Murphy was released by Blackburn Rovers at the end of last season.
He wrote in the Daily Mail: "People ask if I've retired and the answer is 'no'. I am just really enjoying myself at the moment and figuring out what I am going to do next. The truth is I'm not really sure.
"I have started my coaching badges. I am on level B at the moment and I am nearly finished with that. Sometimes you think these courses aren't that great, and people do dismiss them as classroom rubbish, but I've found the experience of being around top-class coaches and looking at the game from this new perspective fantastic."
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