He couldn't help but also feel pride for his opponent, the Anaheim Ducks, a team he had a big hand in building.
Murray coached the Ducks in the 2001-02 season and moved up to the front office for a two-year term.
Anaheim jumped 26 points in his first year in the post and got to Game 7 of the Stanley Cup Finals before falling short against the New Jersey Devils in 2003.
But the foundation was built. And when presented with a chance to go home and return to his place behind the bench, he couldn't say no to Senators GM John Muckler.
"I've said this many times. It was a very, very difficult decision to leave," Murray said Sunday, one day before the Ducks and Senators faced off in the Finals opener. "John gave me an opportunity to go back to my home area and to coach a good hockey team."
Murray longed for that kind of success.
He is in the Finals for the third time, also going as GM of the Florida Panthers in 1996 when they were swept by the Colorado Avalanche.
Murray is one of five NHL coaches to earn 600 victories, hitting the milestone in February, but he was the last in that group to lead a team to the Finals.
That is the product of coaching Washington, Florida and the then-Mighty Ducks during rough patches of each franchise's history. Anaheim joined the NHL in 1993.
Murray, who also guided the Detroit Red Wings for three seasons in the 1990s, is first among active coaches in wins (613) and games (1,221).
The Senators are in the playoffs for a 10th consecutive season and finally shed their label of postseason underachievers by reaching the Finals for the first time in the franchise's modern history.
And they did it with Murray, who could still be in charge of the Ducks.
"I had great friends here," Murray said.
"People in the office and the scouts that I was either involved in bringing here or working with. And that was as tough as leaving the team, just knowing full well that you affected some of their lives as well and I did. And I feel awful about that.
"But it was an opportunity for me to go back and it was an opportunity, I felt, to leave this organization in real good shape."
He can claim Ducks goalie Jean-Sebastien Giguere as one of the key pieces still in place in the shadow of Disneyland. Giguere earned the Conn Smythe Trophy as playoffs MVP four years ago when Anaheim made its run to the Finals.
Now the 30-year-old goalie is enjoying another fine spring. Prior to Monday's game, he was 9-3 with a 1.87 goals-against average.
"I think 2003 was more of a learning experience where we had nothing to lose," Giguere said. "This year is a goal that we set at the beginning of the year. But the excitement is the same. I know I'm going to have a lot of fun playing against Ottawa."
As will Murray as he faces his former team.
"I am very proud watching the games," he said. "I was very proud the way some of these kids have developed and become the level of player they've become."