Murray lost 4-6 7-5 6-3 6-4 as Federer won his seventh title  at Wimbledon and 17th Grand Slam crown.
"It's hard, it's tough to take, but you need to show strength of character to come back from it. We're talking about one of the greatest athletes of all time. You've got to put it in context a little bit," said Murray.
Murray went into his fourth Grand Slam final under a huge weight of public expectation as British tennis fans relished the prospect of a first homegrown champion since Fred Perry in 1936, The BBC reports.
In his other Grand Slam final appearances, Murray lost to Djokovic in Australia in 2011 and to Federer in Melbourne in 2010 and at the US Open in 2008.
"I'd say that's the best I've played in a Grand Slam final. I created chances, I went up a set. It was a long match. Even the last two sets, I still had chances.
"It wasn't like I gave away bad games or stupid games. I played a good match. I made pretty good decisions for the most part, so I'm happy with that," he said. (ANI )