"It's the last thing that I really want to achieve in my career," Murray is quoted as saying by Reuters. "Winning the Olympics did, for me, take a bit of the pressure off.
"I did feel a lot better after that. Maybe I had less doubts about myself and my place in the game just now.
"But winning a major is the last thing that I really want to do. It means a lot to me. You saw obviously at Wimbledon how much that meant to me."
Murray reached four Grand Slam finals in his career before this year's US Open and lost all of them, a record he wants to change.
"It's obviously not easy to lose another slam final, so I hope this one is a different story," he added.
Murray will face either defending US Open champion Novak Djokovic of Serbia or Spain's David Ferrer in Monday's final.