The Tractor Boys suffered a sixth straight npower Championship defeat at Preston on Saturday and go into the Christmas period just three points above the relegation zone.
"There should be no finger pointing at the gaffer (Roy Keane)," Murphy told the club's official website. "He puts the team out but it's down to the players to perform and at the moment we are not doing that.
"As players we have to look at ourselves. Each of us has to take responsibility for the performances.
"We're not playing that badly but we are making mistakes that are costing us and we're not putting the ball in the net.
"It's just not working for us but we've got to find a way that does work for us. We need that bit of luck but you create luck in football and in life."