The visitors from the capital went 2-0 up but a brace from Dom Docherty and a last minute winner from Tommy Goss, on his return from injury, completed an incredible comeback for the Black and Golds.
Murphy said: “It’s great to get a historic win and it’s also great for the players’ confidence to get that win after the defeats that we’ve had.
“I’m delighted to get going. We also had players back which we didn’t have previously which makes a bit of a difference.
“A thing we’d found to be quite difficult for the players was once we got to around the 60 minute mark playing against some full-time teams with a small squad.
“It was good that we had Chris Johnston and Tommy Goss to come back in and add a little bit of quality.
“I’m delighted all round, we created a lot of chances, we put them under a lot of pressure and we forced them back. That pressure paid off in the end.
“It was a good way to start and get us up and running but we now need to be concentrating on the next one.”
The Black and Golds travel to Central Park to face Kelty Hearts tomorrow afternoon.
Murphy added: “We need to stop that early goal. In a couple of our league games already we’ve conceded very early and given ourselves a mountain to climb.
“There is a real togetherness amongst the group and they are very confident.
“Getting Chris Johnston and Tommy Goss back is good because they’ll be wanting to show what they can do at this level.
“There’s competition for places and I’m looking forward to seeing where we go now that we’ve got those extra bodies in.”
Rangers youngster James Graham joined up with the team this week in a loan move from Ibrox.
The 19-year-old attacker will add quality to the Annan ranks.
And midfielder Lewis Hunter has also returned to Galabank following a spell out of the game.
Murphy hopes to add more names to the squad prior to the Kelty game.
He said: “I’m delighted to bring James in, he’s a very quick and tenacious forward and winger.
“I was trying to bring in someone with a different dynamic to what we already have. He brings in quality as well.
“We’re looking to bring in another couple before the weekend just to give us extra options on the bench because the injuries so far this season have taken their toll on us.
“We’re better to be covered with players than be caught short.”