Murray, who was found guilty of the involuntary manslaughter of Jackson on Monday (November 7), said that Jackson's last words were, "Let me have some milk"; a reference to the powerful anaesthesia that he ultimately overdosed on.
He made the revelation in forthcoming NBC documentary Michael Jackson And The Doctor, which is set to air in the UK on Channel 4 next week and Friday, November 11 at 10pm ET on MSNBC in the US.
In another clip, Murray described Jackson as looking "hysterical" before he died, saying: "He really could not sleep. Have you ever seen the 'Thriller' image when he was made up? He looked [like] that."
The documentary's producers first gained access to Murray in 2009 and have continued to film throughout his trial.
According to The Sun, Murray was hoping to be paid a £1m ($1.6m) fee, but both NBC and Channel 4 have stated that he will receive no money.
Murray is currently remanded in custody prior to being sentenced on November 29. He faces a maximum of four years in prison.
The doctor's lawyer has claimed that he will appeal the guilty verdict, while speculation has gathered that Murray could serve just a few months of his sentence due to overcrowding.