The Scottish idols have been in America this week watching their compatriot's attempts to win the US Open and end his Grand Slam duck.
"To meet those two guys was cool," Murray revealed about Manchester United manager Ferguson and Hollywood superstar Connery.
"I had been in touch with them, we had traded messages and e-mails, but I had never met them before. It's nice to have their support.
"They're going to be here for the final as well so I hope I can do it for them both."
Murray is currently facing Novak Djokovic in the US Open final, where he leads by one-set-to-love. You can follow live commentary of the contest here on Sports Mole.