Murray confirmed on Wednesday that the pair would part ways after two years of working together, and he admits that it was tough making the decision over dinner with Lendl last Saturday.
"That night it was tough," the 26-year-old told the Daily Mail. "He was a big part of my life. We chatted for an hour about other stuff, then we chatted about moving forward.
"I was gutted but I still think the guy is great. It's not like anything has changed there. I will be disappointed for a few weeks but I need to try to move on.
"We planned to sit down when I got to Miami to discuss moving forward, but it wasn't going to happen. He is a very hard person to replace, he made a huge difference to my tennis. The thing he was brought in to do was to help get me over the line and that's what he did."
Murray won two Grand Slam titles and an Olympic gold medal during his time with Lendl.