The Scot believes tennis is less susceptible to doping than a pure endurance sport like cycling but says more players should be tested, especially in their off-season.
Speaking in Paris, where he begins his title bid at the BNP Paribas Masters tomorrow, the US Open champion said he had been blood-tested when he arrived in France on Saturday.
"We're not used to doing that many blood tests in tennis," Murray said. "I've probably had four or five blood tests this year, but a lot more urine, so it's something that's obviously necessary.
"When you hear things like (Armstrong) it's a shame for their sport but how they managed to get away with it is incredible, for that long."
Murray said he believes the way to catch cheats is to test them when they are training in the off-season.
"We get tested through-out the whole year from a lot of the tournaments (but) I think the out-of-competition stuff could get better," he said.
While Murray begins his title bid here tomorrow, Colin Fleming and Ross Hutchins were in doubles action yesterday. Having just missed out on a place in next week's season-ending ATP World Tour Finals, they beat Americans John Isner and Sam Querrey 6-7, 7-6, 10-7 to reach round two.