1145 GMT July 19, 2019
The three-time Grand Slam champion was speaking ahead of his return to the sport at the season-opening Brisbane International, which gets underway at the Queensland Tennis Centre on Monday, AFP wrote.
Murray, who won the Brisbane title in 2012 and 2013, enters the tournament with a world ranking of 256.
The 31-year-old Scot had intended to play in Brisbane at the beginning of 2018, but was forced to withdraw on the eve of the tournament and pull out of the Australian Open with a hip injury.
He had surgery soon after, which kept him out of the game for much of the year.
"You want to go out on your own terms," he said when asked about a possible retirement after practicing with Grigor Dimitrov.
"If I decided to stop six months ago, having not played or gotten back to a level where I can compete again, I would have looked back and regretted that.
"I owed it to myself to give myself the best possible shot to get back to a level I was happy with.
"I am able to compete at a high level, but I have to back it up a few days in a row. That's the challenge," he said.
Murray, a five-time Australian Open runner-up, added to British media late Thursday that "I still have some pain in my hip", but said that "I'm in a better place than I was a few months ago".
Murray was limited to just six tournaments in 2018, with his best result a quarterfinals appearance in Washington in August.
"There are still things that I want to achieve," he said.
"Whether I am capable of that I don't really know.
"I would love to win the French Open but because I have been so close so many times that (Australian Open) is the one I would pick to win if I could.
"I missed playing here and I'm going to go out and compete as hard as I can," he added.
The Brisbane tournament features world number two Rafael Nadal, Japanese star Kei Nishikori and defending champion Nick Kyrgios.