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."
Need a VPN? Or seeking to switch? Then support Tribal Football by clicking here to sign up with our official partners NordVPN. Not only will you receive the best VPN experience, but also great discounts by signing up via Tribal Football. Thanks for your support!