The 23-year-old signed off his 11-year spell at the Lanarkshire club by captaining Stuart McCall's men during yesterday's 1-0 defeat at Parkhead.
Murphy is bound for Sheffield United, with Well set to net a transfer fee for their prized asset, who could have moved for free in the summer.
But Murphy, who is the club's all-time top scorer in Europe, found it hard to say goodbye to the club he has grown up with after yesterday's final whistle.
He said: "I was welling up a little bit, seeing the fans clapping me off and all the boys clapping behind me. It's something I will always remember.
"I have been at Motherwell for 11 years. I have grown up as a player and a person.
"I will miss the boys in the changing room. I have a few big brothers and a few little brothers, so leaving them is the hardest thing.
"The last thing I wanted to do was to walk out of Motherwell for free at the end of the year.
"I've been here for 11 years now, so for them to get nothing wasn't really an option for me.
"It has been fantastic. I've had 11 great years here, coming through the youth team and I got to play in the first team, which was the aim when I started."
Speaking about his big move, he said: "Sheffield United made the biggest effort to try to get me down.
"It's a massive club. I didn't honestly know how massive until I went down there the other day and saw the stadium and the training facilities."
The former Scotland Under-21 internationalist also took to Twitter to say an emotional farewell to the Steelmen support.
He wrote: "Been overwhelmed by the support over the last few days and to go away with the best wishes of the fans makes it even better.
"I'm now a supporter like all of you."