Murray had not lost a set all tournament before coming up against 17-time Grand Slam winner Federer in the semi-final on Friday night. He didn't look like losing a set either against the Swiss master when he cruised through the first set 6-4.
Even though Federer took the second set in a tie-break, Murray still seemed in control and he emphasised that winning the third 6-3 and then found himself serving for the match and a spot in the final at 6-5 in the fourth.
Up until that point, Murray's nerves and jitters in big moments of the past had not surfaced, but they did rear their ugly head to allow Federer to break his serve to force a tie-break which he also won to force a deciding fifth set.
However, it was there that the 25-year-old Scot rammed home his newfound self-belief after winning gold at the London Olympics and then claiming the US Open title last year to cruise to the fifth set 6-2 to book in a clash with Djokovic.
While Murray does feel that beating Federer to win gold at Wimbledon at the Olympics and then Djokovic in the US Open final helped him know that he could deliver on the big moments, in the heat of battle on Friday with a final spot up for grabs it didn’t count for a whole lot.
"I think that all of that last year obviously helped," Murray said.
"I have been known for losing a lot of those tough matches, especially in big matches here a few times, and I had never beaten Roger in a big match until the Olympics.
"That helped, but it didn’t make it any easier once we got out here that's for sure."
As Murray was serving for the match with Federer in the fourth set, he did feel some nerves and then he almost watched on helplessly as the Swiss took full advantage to force the semi-final into a fifth set. Murray expected nothing less from Federer though.
"I was obviously nervous, but I think he played very well and that's what he always does in big matches at important moments. I didn’t play the best tie-breaker and it's hard having to play one after you just served for a place in the final of a Slam, and you lose your serve. Then a few moments later you are back level and into a fifth set. It was definitely tough," Murray said.
"It's always tough against him whichever tournament you play him and in Slams I just think is when he plays his best tennis.
"It's been that way his whole career and when he's back is against the wall like it was at 6-5 when I was serving for the match, he broke out some unbelievable shots and played so solid in the tie-break.
"I just had to keep fighting and he missed a few shots early in the fifth set and I got going from there."
Murray and Djokovic are no strangers to playing one another in big moments.
It was Djokovic who Murray beat in last year's US Open that gave the Scot his first Grand Slam title but it only came after an amazing five-set encounter that Murray won 6-2 in the fifth.
Before that, Djokovic had beaten Murray in five sets in the semi finals of last year's Australian Open and in straight sets of the 2011 Australian Open in their only other two Grand Slam meetings.
Overall, Djokovic leads 10-7 and 2-1 in Grand Slams, but importantly for Murray he beat him at the US Open last year and he's hoping that gives him some added confidence if he gets in a winning position in Sunday's final.
Getting in a winning position against the world No. 1 and five-time Grand Slam winner is the hard part though.
"I didn’t see much of his match with Ferrer, but I've heard about it and I heard he played extremely well. He's got three Australian Opens that he's won already and this is now his third final in a row, so he plays great here and I obviously will have to play my best again to win," Murray said.
"I know that every time we play each other it's a very physical match. He is an unbelievable mover and there will be a lot of long rallies. I will need to be ready for the pain and I hope it's a painful match because that means it will be a good one.
"I hope it helps me again and I'm sure if I get myself into a position to win then it might be easier to win than at the US Open or even at the Olympics last year, but to get myself in that position I am going to have to play an unbelievable match.
"I need to now make sure I recover well because I was just on the court for four hours, and obviously that's a long match."