The 41-year-old comic, who is best known for the stand-up persona, also revealed that he believes he has little in common with the fictional licensee.
He told The Sunday Times: "Al’s xenophobia is part of his simple and stupid answers to complex questions. I’ve met plenty of people like that."
However, Murray admitted that the character was not racist: "I can’t tackle that level of racism through a comic medium without making a mess of it. After all, I'm delivering entertainment."