The men's doubles loss is not the final game of Murray's career, as he is set to participate in the Wimbledon mixed doubles alongside fellow Brit Emma Raducanu.
The two-time Wimbledon singles champion will also play men's doubles with his brother Jamie at the All England Club.
With the ATP and WTA seasons postponed due to the coronavirus, Andy Murray's first appearance since November's Davis Cup Finals will be a welcome tonic for tennis fans.
Wimbledon organisers have ruled out playing the two-week tournament, slated to run from June 29 to July 12, behind closed doors.
Britain's Jamie Murray and Bethanie Mattek-Sands of the United States captured their second consecutive US Open mixed doubles title.
Veteran Leander Paes and Purav Raja fought off a match point to shock formidable fifth seeds Bruno Soares and Jamie Murray and progress to the men's doubles third round at the Australian Open on Saturday.
Fourth seeds Jamie Murray and Bruno Soares eased to a 6-2, 6-3 win over unseeded Spaniards Pablo Carreno Busta and Guillermo Garcia-Lopez in the US Open men's doubles final
Novak Djokovic and 39-year-old Nenad Zimonjic lost their doubles rubber to Kazakhstan's Andrey Golubev and Aleksandr Nedovyesov in Belgrade in the first round tie.
The seventh seeds Jamie Murray and Bruno Suarez bounced back from a set down to beat Czech veteran Radek Stepanek and Canadian Daniel Nestor 2-6, 6-4, 7-5 on Rod Laver Arena.
Andy Murray himself reached the Australian Open men's singles final where he will play Novak Djokovic for the title on Sunday. Jamie Murray partnering Brazilian Bruno Soares will take on the team of Daniel Nestor and Radek Stepanek in the men's doubles final on Saturday.