He spoke ahead of Ireland's international against Colombia, but has said he will not be asking to leave Glanford Park.
"I did the press conference before the Colombia game and reporters were asking me about my situation" Murphy told the Scunthorpe Telegraph.
"They said if I wanted to stay in the full squad I would have to play at a higher level and I just said yes and agreed with them.
"It might sound like I want to jump ship. It's not that I want to go and if Scunthorpe don't let me go I'll put in a transfer request. It's not like that at all."
If he does not leave before the start of next season it is likely he will move on at the end of the next campaign when his contract runs out.