The 23-year old attacker joined the Blades from Motherwell last week but prior to his move to England, produced a stellar month for the Steelmen which landed him the December prize.
"I won the young player of the month award once before but it's nice to win this one in my last month in Scotland," he told the Daily Record.
"It was a big month for the club and I'm glad to have made a contribution.
"The results were mostly good. I wanted to leave on a high and, although we lost at Celtic Park in my last game, we had some good results and displays prior to that."
Murphy, who made his United debut in the FA Cup against Oxford United on the weekend, scored five goals in December as Motherwell recorded three wins and a draw in the final month of 2012.