The 36-year-old striker penned a new deal with Brighton this week, after he was linked with a late move to Old Trafford.
Murray told talkSPORT: "It was a little bit up in the air.
"Obviously I want to play more football and the club appreciated that.
"But they offered me a deal and I'm just glad to extend my stay at the club, and just prolong my career in the game to be honest."
Quizzed if he received a formal offer from United, Murray added: "Not really to be honest.
"I've seen the story, but I haven't heard much about it.
"I just let my agent deal with all that and I just try and concentrate on what I've got to do."