With too few facilities, opportunities and opponents in his native Scotland, a gangly 15-year-old Murray arrived at the Sanchez-Casal Academy in Spain in a bid to boost his career prospects.
According to the academy's co-founder -- three-time doubles grand slam winner Sergio Casal -- less than 1% of the kids that he takes on will go on to become a professional.
Despite the odds being stacked against each and every pupil at the academy, Casal says he knew Murray was different from the start.
"You could see that he was great," Casal told CNN, while also revealing that a shy Murray would often have to be found in his living quarters and brought to the practice court.
"Especially as a junior when he started to play a little bit better and some of the pros were coming here. I remember (Carlos) Moya and (Guillermo) Coria came to practice before the Australian Open."
Casal recalls the two players, both clay-court specialists, would ask him for a junior to practice against and he decided to send Murray.
"After one or two sets, he (Murray) was even winning the set. Okay, the other guys were relaxing a little bit but after losing one set 6-4, the next day it would be 7-5 for him.
"So that made me think. As a junior, when you play against a professional guy and adapt so quickly to the new game, to the speed of the other play, it looks like they are going to make it."
This week, ahead of the Barcelona Open, Murray returned to the academy that nurtured him for the unveiling of a tennis court in his name.
In a speech given to a few fortunate enough to be present, Murray praised the values the academy and its school instilled in him.
"I had an amazing time here, I loved it," the three-time grand slam champion said ahead of his last 16 match against Feliciano Lopez Thursday.
"It taught me a lot. I learned to work hard, I learned about discipline and I did my schooling here as well. It was great.
"I never expected to get to number one in the world or do anything that I did. I was just trying to become a professional tennis player, I wanted to get to the top 100 in the world and make a living from playing tennis.
"But it happened and a lot of it started here."
Built in 1998, the Sanchez-Casal Academy boasts some of the most impressive facilities in the world.
The 27 tennis courts, the on-site school, physiotherapy center, doctor and gym mean pupils have their every need catered for right on their doorstep.
But enrolling in one of Spain's most well-known tennis academies comes at a cost, with parents spending up to $4,500 per month on their child's training.
However, former world No. 2 Alex Corretja believes the facility, a melting pot of around 35 different nationalities, is worth the price -- if players are willing to give their all.
"If you come here, you know it's going to be painful, this is going to be hard," he told CNN. "People think: 'Oh tennis, it's just a yellow ball.' Not everybody can survive.
"A lot of players get exhausted mentally. It's not like you're going to be ready in one or two years.
"If you're not willing to pay the price to be a very good player, then you better think about other things."