The second-ranked Murray said he is looking forward to becoming a father.
"I am excited about that," he said. "People have asked me, 'Do you think it will be a distraction?' It might be a distraction but it's a good distraction.
"It's actually not good to all the time be just concentrating on tennis and your training all of the time. It is important ... when you finish on the practice court, be able to just go away and be with your friends and your family."
Murray also reunited with coach Amelie Mauresmo, and her first child Aaron, in Dubai this week. Mauresmo gave birth in August and Murray hadn't seen her since Wimbledon in July.
"I really enjoy working with her," he said. "The last six months not seeing her, it's just nice to have her back as part of the team, and get that continuity going again."
Murray will no longer work with former Swedish player Jonas Bjorkman, who stepped in as cover for Mauresmo, and is seeking another full-time member of his coaching team.
"Thanks to Jonas for helping out this year," Murray posted on his Facebook account."I enjoyed working with one of the nicest guys on the tour, bring on 2016."