Santi Cazorla then added a fourth, but Coventry goalkeeper Murphy says that they should be "proud" of what they achieved against the Premier League side.
"We can be really proud of our second-half showing tonight. The lads came out and went at them," Murphy told the club's official website.
"We made it competitive and it was a shame to see concede two goals in the first half as it could have been a different game.
"Hopefully, we can learn from the experience and now that we are out of the cup, we can concentrate on the league."