Murray and brother Jamie suffered a 7-6 (8-6) 6-4 defeat to Australian pair John Peers and Rinky Hijikata, two days after he announced he would not participate in the singles.
The two-time Wimbledon champion, who underwent back surgery just over a week ago, has since announced he will pair up with Emma Raducanu in the mixed doubles.
Following his doubles match on Thursday, the likes of John McEnroe and Novak Djokovic were invited onto Centre Court for an emotional ceremony to mark his achievements at the tournament, which he won in 2013 and 2016.
In an interview with BBC Sport's Sue Barker, Murray said of teaming up with his elder brother: "It was obviously really special, I never had the chance to do it before.
"The way things worked out, there was a chance this year and it was a race against time.
"Physically it wasn't easy but I'm glad we could get out here and do it just one time together."
Murray has repeatedly said he will retire at the end of 2024, with an appearance at the Paris Olympics now his target.
Speaking about his impending retirement, Murray said: "It's hard. I would love to keep playing but I physically can't, it's too tough now.
"The injuries have added up and they haven't been insignificant. I want to play forever. I love the sport, it's given me so much and taught me so many lessons."
Reflecting on his two victories at SW19, Murray said the pressure of winning his first grand slam title meant he could not fully enjoy the 2013 success, but opened up on the big celebrations that followed his second triumph.
"I didn't really enjoy it as much as I should have done, I just found it very, very stressful," Murray said. "2016 was different.
"I felt way less pressure and the enjoyment I got out of that win was amazing, I could enjoy it with the people closest to me.
"Of the slams, that was my favourite one. I don't remember much of that night, I had a few drinks and I did unfortunately vomit in the cab on the way home!"
The two-time champion pulled out of the men's singles event at SW19 early on Tuesday, after failing to recover from spinal cyst surgery in time to face Tomas Machac in the opening round later that day.
Murray's team confirmed his withdrawal after the former world number one gave himself every opportunity to be in a position to walk out and compete on Centre Court.
While it was not meant to be for the 37-year-old, he took pride in the strides he made just 10 days after going under the knife.
"I decided this morning. I slept on it," he said. "I told my team and my family that I didn't think I was going to play, just based on how I felt yesterday.
"I practised pretty well, and I was playing pretty good, I just wasn't happy with how my leg was feeling, and I wanted to sleep on it and make sure I was happy with the decision.
"I ran around at home a bit this morning when I got up, and it just wasn't where I wanted it to be, unfortunately. It's probably a few days too soon, but I worked extremely hard to at least give myself a chance to play.
"It was the right decision. It is extremely disappointing that I wasn't able to play but, at the same time, where I'm at -10 days after the operation in comparison to where I was told I would be and what my expectations were - is incredible really.
"I wanted to have a chance to go out there and walk out on my own on the Centre Court again and give it another go. But I also was only going to do that if I felt like I could be competitive, and I didn't feel like that today.
"I'm sorry for everyone that came and wanted to support and watch again. I wanted that moment as well, as much for me as the people who have supported me over the years.
"The fans but also my closest friends, family, my team. It was important for me to do that with them as well. It's one of those things. The timing was horrible, the surgery was a complex one, and it wasn't to be."
All is not lost for Murray, though, as he will compete alongside brother Jamie in the men's doubles.
The pair, who practised together on Tuesday, and are set to face the Australian duo of Rinky Hijikata and John Peers later in the week, and the three-time major winner is relishing the occasion.
"Getting the opportunity to play with Jamie here will be special," he added. "We've never done that before, and I'll make sure I make the most of it.
"It's easier said than done to just enjoy it when you're out there because you're competing and concentrating on trying to win the match. But hopefully, we can have a good run.
"We've got a good chance of winning. Jamie and I play great doubles together. We can definitely win the match."
