It is probably what his coach, family, and team are telling him. It is certainly what Betfair pundits, fellow players, and the man on the street are saying: Andy, you played a great tournament, and have much to be proud of.
The man himself will struggle to see it that way, however, evidently heartbroken by his Wimbledon final defeat by Roger Federer, but there are plenty of reasons for optimism.
Murray must also be told that he should be full of confidence for the final Major of 2012, the US Open.
A lot can happen between now and the start of proceedings at Flushing Meadows but, whatever Murray does at the Olympics, Toronto, and Cincinnati, recalling his efforts at SW19 over the last fortnight will give him great strength.
Murray played at a consistently higher level than anyone; Federer included. He overcame tricky opponents and situations that might have previously tripped him up, in the manner that Rafael Nadal was ousted.
He used an ideal game plan to attack Federer and, for all of the Swiss genius brilliance, the final was decided by a few close points here and there.
Federer is, of course, a master at winning these crucial points, but Murray can be consoled by the fact that the champion has played in the zone he found against Murray and Novak Djokovic at SW19 less often than he used to.
If Murray plays as he did against the seven-time Wimbledon champion in New York, he could well go all the way.
Crucially, conditions will suit him better, with the slower hard court surface enabling him to dictate points against his main rivals more easily. No matches will be played under a roof, a feature of the Wimbledon final that favoured Federer. Murray might not yet be upbeat, but he soon will be.
The US Open 2012 betting pages have Murray pegged at 67/10 to win the final Major of the year.