The Nuggets trailed 3-1 through four games, but Murray has caught fire again in the playoffs, having helped Denver take the Portland Trail Blazers to seven games in the second round last year.
Murray had 50 points in a losing effort in Game 4 against the Jazz, then inspired wins with returns of 42 and then, on Sunday, 50 points.
The 23-year-old averaged 18.5 points in the regular season and his sensational upturn in form has left coach Malone - formerly an assistant at the Cleveland Cavaliers and Golden State Warriors - struggling to make a fitting comparison.
"What Jamal's done the last three games is unbelievable," Malone said.
"I've been blessed to have been around some great players in this game - LeBron [James], CP [Chris Paul], Steph Curry, Klay Thompson - but I've never seen a guy go 50, 42 and 50, two of those games being elimination games.
"Talk about a young guy putting a team on his back... and that will to win, to do whatever is necessary to get the team to win, is tremendous."
Murray visibly grappled with his emotions in Denver's first game since the playoffs were paused after the Milwaukee Bucks went on strike following the shooting of Jacob Blake.
Blake was repeatedly shot in the back by police in the Bucks' home state of Wisconsin, prompting the latest demonstration against police brutality and racial inequality.
Murray wore shoes decorated with images of George Floyd and Breonna Taylor, and he struggled to find words for his on-court TNT interview.
Malone continued: "We haven't played since Tuesday, so to do it with everything that's taken place in the last three or four days, all the raw emotion, makes it that much more impressive.
"I'm running out of superlatives for Jamal Murray. I just want to say I'm proud of him. What he did tonight was amazing."
Jokic, who scored 22 points, was similarly impressed, adding of Murray: "He's really playing at a high level, a superstar level right now.
"We wish the God of basketball is going to give him a little bit more of that during our playoffs."
Murray himself recognises the need to perform on a more consistent basis, however.
"People want me to be consistent and, I'm not going to lie, it's not easy," he said. "That's why the greats are so good. They don't just do it one night, they do it every night."
Two-time NBA MVP Curry is working his way back from a foot injury and has been kept out of the Golden State Warriors' lineup for their first two games against the Denver Nuggets in the first round.
The Warriors have won both, though, and Curry had a huge role to play in Game 2, scoring 34 points in just 23 minutes on 12-of-17 shooting to earn a plus/minus of 32.
"Jesus," said Draymond Green when he looked at the stat sheet. "Steph plus-32... that's incredible. Wow."
It was only Curry's fourth playoff appearance from the bench, and his 34 points still fell short of the 40 he scored against the Portland Trail Blazers in his first such appearance in 2016 – the most by any player coming off the bench in the postseason since at least 1985-86.
He has averaged 29.5 points across those four games, another record over that period.
The performance against the Blazers came in 37 minutes, however, with this latest display against the Nuggets the best performance by a bench player in 25 minutes or fewer. Only Paul George – 35 against the Dallas Mavericks in 2020 – has scored more in 25 playoff minutes as a starter.
"I'm back," Curry bellowed at one stage, later explaining: "In the first game, I didn't really feel normal, like I had the real flow. Then the first half [of Game 2] I had a little pep in my step and my body felt good.
"I was able to get to some spots, and when you make certain shots, it feels a little different. It feels a little bit more normal and more emotion comes out. It was a nice feeling."
Meanwhile, Jordan Poole, starting in Curry's place, followed up his 30 points in Game 1 with 29 in Game 2. Klay Thompson added 21.
Nuggets coach Michael Malone said: "You have three guys that are capable of putting up 30, 40 points.
"Jordan Poole had 30 points in Game 1, he had 29 tonight. Steph Curry is the greatest sixth man ever in the playoffs. They bring a guy off the bench like that, 34 points, five threes... and then Klay Thompson."
The Warriors have an issue now, Green acknowledges, working out how to get all three guards into the same lineup.
"We're not going to keep Steph in the sixth man role, forget that," he said. "But saying that, ultimately, Jordan is probably going to have to start, too.
"Ultimately, we've got to figure a bunch of stuff out. It's a good problem to have, a great problem to have."
Green was happy to let Steve Kerr "figure that one out", but the coach is very pleased with Curry's attitude to returning to action on the bench.
"Steph is Steph," Kerr said. "You don't need to sell him on anything.
"He's very unique. He's incredibly humble and incredibly arrogant on the floor – humble off the floor, arrogant on the floor. It's a great combination. Anything that is going to help the team he's all for."
The Nuggets beat the Miami Heat 94-89 on Monday to secure a 4-1 series win, ending their wait for a championship.
Nikola Jokic, who was named the Finals MVP, starred with 28 points and 16 rebounds, while Murray added 14 points, eight assists and eight rebounds.
After losing Game 2 at home, Denver bounced back with two dominant victories in Miami before rounding off their triumph back in Colorado, and Murray had few doubts the Nuggets would get the job done.
"I knew once we were healthy, we could do it," Murray told ESPN. "So this [championship] was long overdue. I think this is the first of many.
"We clearly can do it, so let's do it again."
There was a similar sentiment from Denver coach Michael Malone, who wants to turn a championship into a dynasty.
He told reporters: "Pat Riley said something many years ago. I used to have it up on my board when I was a head coach in Sacramento.
"It talked about the evolution in this game and how you go from a nobody to an upstart, and you go from an upstart to a winner, and a winner to a contender, and a contender to a champion, and the last step after a champion, is to be a dynasty.
"So we're not satisfied. We accomplished something this franchise has never done before, but we have a lot of young talented players in that locker room, and I think we just showed through 16 playoff wins what we're capable of on the biggest stage in the world."
Two-time NBA MVP Jokic was the star of the show all season for the Nuggets.
The 28-year-old tallied 600 points, 269 rebounds and 190 assists in the postseason. It is the first time any player in the history of the NBA had reached those numbers across a 20-game span (including both regular-season and postseason games).
Jokic also became the first player in NBA history to have 25+ points and 15+ rebounds on 75 per cent shooting in a championship-clinching win.
"The job is done, and we can go home now," Jokic said.
The Nuggets had the opportunity to clinch the top seed with three games of the regular season remaining, yet instead they lost 124-103 at the Houston Rockets, who are last in the conference.
Denver had won the teams' past 10 meetings, including the previous four by at least 15 points, but struggled even with Nikola Jokic back in the lineup.
Although they are still on course to finish first, theirs is now on course to be the worst record by the number one seed in the West since the 1976-77 Los Angeles Lakers.
And this defeat did not do wonders for Malone's hopes of finally guiding the Nuggets to the NBA Finals.
No team across the United States' four major sports have made more playoff appearances without reaching the championship round. This will be their 29th postseason campaign.
"If that's how we're going to play, we'll be out in the first round," the coach said.
"When we don't do our jobs, there's accountability, and I speak the truth.
"I just called our team 'soft,' and I dared someone to challenge me. No one did, because we as a group were soft tonight.
"I'm not saying we are soft, but tonight, we were."
Indeed, the Nuggets were out-rebounded 55-47, although the Rockets lead the league in average rebound margin.
With the Memphis Grizzlies two games back, the Nuggets have three more opportunities to make sure of top spot, continuing their road trip against the Phoenix Suns and the Utah Jazz before returning home to play the Sacramento Kings.
The Nuggets remain clear atop the West with a 46-22 record, with the second-placed Sacramento Kings back at 40-26, inviting a level of complacency.
Denver were unable to win despite reigning back-to-back MVP Nikola Jokic managing a 35-point triple-double with 20 rebounds and 11 assists.
"We've been on cruise control for a really long time, making it look easy," Malone told reporters. "We've spoilt a lot of people, like we're going to win our last 15 games, we're great. It doesn’t work like that.
"What do you think [2022 NBA champions] Golden State's record was after the All-Star break last year. It was 11-12. It happens.
"Is it ideal? Hell, no. We don’t want to lose three in a row and now we're going one a very demanding and difficult five-game road trip.
"I think the most important for me as head coach is the delicate balance of coaching, holding guys accountable, teaching but also not panicking.
"Losing sucks, we all realise that, but let's stay together, stay poised and find a way to put 48 minutes together."
Denver have blown double-digit leads in all of their past three defeats, with Malone lamenting their inability to play a full four quarters.
The Nets took control of Sunday's game on the back of a 37-18 third quarter, with Malone pointing to similar periods in their previous two games.
"Everybody in that third quarter played poorly," Malone said. "Looking at the last game and looking at tonight, one quarter has cost us the game.
"San Antonio, it was the second quarter, we gave up 42 points. Tonight it was the third quarter, 37-18. In this league, against a team that's fifth in the East, you can't play three quarters and expect to win."
The Nuggets were not helped by Jamal Murray's poor shooting night, finishing five-of-19 from the field for his 16 points. Murray sat out the fourth quarter with left knee soreness.
"I haven’t had a chance to speak with Jamal or our trainers yet," Malone said. "We'll see how it is."
