Murphy, who was at Sunderland when they last were relegated, said: "I have seen some of Derby's games and they've been unlucky. They've given teams good games but we will be up for it. I have some sympathy for what they're going through.
"We were so far away from the teams ahead of us and the games were coming thick and fast and they were all hard games. Confidence was so low and it took us until the last game at home to win one.
"It can be difficult to raise yourself. We found it hard to score and were conceding a lot. It was a mixture of everything. The season before that, the club had won promotion and everyone was buzzing. To go straight back down was hard to take.
"It affects everyone. The club, the fans, the region, the players, people behind the scenes. People expected them to do well that year but that shows you how big the step up is."