"I practised a bit with him last week and I knew there were some issues with the wrist," world number two Murray, who is through to the last 16 in Paris told Eurosport.
"He's won this nine times and was playing really well so for him to withdraw from the tournament, it would have to be a pretty serious injury. It's a great shame for Rafa and the fans and a shame for the tournament."
Fourth seed Nadal, who will be 30 next week, stunned the tournament on Friday when he announced he was pulling out despite dropping only nine games in his first two rounds.
He said the problem was with a tendon in his left wrist and that scans had shown he was in danger of a serious injury if he did not stop playing.
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It was a huge blow to the tournament as Nadal had been expected to face world number one Novak Djokovic in the semi-final, having lost to the Serb in the quarters last year.
Seven-times grand slam champion John McEnroe called Nadal's latest injury "extremely disappointing".
"We've seen him play for many years and it's always been a concern about how his knees would hold up," the American told Eurosport in his daily spot.
"After last year, we all hoped he would be able to get his health and fitness back and get his game together and it looked like that was happening.
"We all know how much he wanted (title) number 10 and we were looking forward to seeing play Novak in the semis."
Former French Open champion Mats Wilander said the decision had been a no-brainer for Nadal.
"A slight miss-hit and that's going to hurt like crazy," the Swede said. "He's turning 30 in a few days and still has two or three years left so this was an obvious decision."
(Reporting by Martyn Herman; Editing by John O'Brien)
