"I beg your pardon?," the journalist responded, not appearing to understand what the sportsman said.
"Male player," Murray repeated.
Americans Serena and Venus Williams, Coco Vandeweghe and Madison Keys have all reached Grand Slam semi-finals since 2009. Serena won Wimbledon last year - one of 12 major titles secured in the period - and Venus reached the semis on Tuesday.
It's not the first time the Brit has had to make a correction.
During a post-match interview after Murray won the men's singles title at last year's Rio Olympics, the BBC's John Inverdale remarked that Murray was the first person to win two tennis golds in the sport. But Murray reminded him: "Venus and Serena have won about four each."
Scotland's First Minister Nicola Sturgeon led the applause for Murray.
