"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.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
Nadal had been expected to face world number one Novak Djokovic in the semi-finals, having lost to the Serb in the quarters last year.
"It definitely was sad seeing him in the press conference. You could feel his pain, definitely," Djokovic said.
"He played terrific the opening couple of rounds here. Then something happened. So if he retired from the tournament, then
something really is serious, because he's one of the greatest competitors that the game has ever known."
Seven-times grand slam champion John McEnroe described Nadal's latest injury as "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.
"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," McEnroe added.
"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 was 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 and Pritha Sarkar, editing by Ed Osmond)
