Murray underwent hip replacement surgery in January 2019 and he has struggled to return to his lofty heights.
The 33-year-old is at the tail end of his playing career and he is already weighing up his next move.
“I love sport, so something that would interest me would be working in another sport,” Murray told the Gentlemen’s Journal.
“I really like golf, so being a caddie for example on the golf tour would be something I would find exciting.
“Or getting your coaching badges in football – that’s something that would be fun to do.”
Organised sport was permitted in the UK from Monday following the easing of coronavirus rules and Murray hopes that it will help change the culture of tennis at club level.
“It’s a great social sport that people can play through until their 70s – it’s something you can play for life,” he added.
“They have that over in France and Spain a lot, where people can go down and hang out at the tennis club – play some tennis and have their lunch there. Not really the case in the UK. And that’s something I wish was a bit different.”
Murray also spoke about the biggest mistake he made as a junior player, alongside brother Jamie.
He explained: “Me and my brother first signed a deal with a management company I think when we were 12-13 years old.
“And signing athletes at 12-13 suggests that they don’t because, you know, does a kid really need a pressure of one of the biggest management companies in world sport looking after them when they are 12-13? I don’t know if that’s the right message to send.”