The Scotsman, who was in New York with his partner of eight years at the time, has claimed that the Spaniard pretended to be a secret admirer after spotting him in the same restaurant.
"He did prank me once in New York," Murray said on The Jonathan Ross Show. "Basically I was sitting at dinner with my girlfriend and during the meal I was checking my phone and I looked at one of the messages and it was from a number I didn't recognise.
"It said something like, 'oh my God, Andy, you look so sexy tonight. It's a shame you're here with your girlfriend.' So I obviously didn't tell my girlfriend at first, I didn't want to ruin the meal. So I put it back in my pocket.
"Then on the way back from the meal it clicked who it was, and obviously the whole time he'd been watching me from a distance looking at this message and seeing my face."
Murray's appearance on the show will air on Saturday evening on ITV.