The 25-year-old will be aiming to top off his successful year by winning the end-of-season tournament but the Scotsman believes that the fact that it is on home soil will not distract him.
"The thing that's rare about the World Tour Finals is that it's not open to everybody, it's only the top eight," The Metro quotes Murray as saying.
"Having it in London, it's an unbelievable event. Because of Wimbledon, I'm fairly used to the pressure. You don't get too wrapped up in what's going on off the court, you focus on your job and don't watch too much TV and read the newspapers. You just go about your business."
Murray clinched a gold medal at the London 2012 Olympic Games after defeating Roger Federer at Wimbledon and became the first Brit in 76 years to claim the US Open title.