Ferguson was spotted in the crowd during his fellow countryman's quarter-final win over Fernando Verdasco, and the two exchanged words afterwards.
"I spoke to him for 15 or 20 minutes after the match," The Mirror quotes Murray as saying. "We spoke about a lot of things - about his retirement, we spoke a lot about football and then at the end I spoke to him, not so much about the match, but about everything that goes with it.
"He was more just giving me some advice on how to handle certain pressures and expectations, those sort of things. Getting that sort of advice from someone like him is gold dust so I'm not going to be sharing too much of it."