The Irish striker came close to joining QPR in January and said: "It was a big relief to get that goal with everything it means.
"Last weekend we were all really disappointed with our performance at Newcastle. It felt like a long week waiting for the chance to bounce back. Now we've got the win we needed and we can be excited about next season.
"We went back into the dressing room trying to figure out the other results and it was a great to find out we had made ourselves safe. In the squad, we're just like the fans, really. We hope there will be some big, quality signings in the summer and we can kick on next season."
It looked like the Wear-Tees derby would end level until Murphy rose to head fellow substitute Grant Leadbitter's corner past Boro keeper Brad Jones in the third minute of added time.
"It's the stuff you dream of," admitted Murphy. "Scoring the winner like that in the last seconds of a vital derby in front of 46,000 fans - incredible.
"Imagine what the fans would be like if we won something. Hopefully that will happen soon for them and us."