The 25-year-old was joined by fellow Scots Sir Sean Connery and Sir Alex Ferguson at a press conference following his win over semi-final opponent Tomas Berdych.
Murray was talking to reporters when he was interrupted by a visit from the former James Bond star and Manchester United manager. It was the first time the Dunblane native had met either man and he stopped to pose for pictures with the pair and his mother Judy.
As the photographs were being taken, Murray was said to have told his mother that she smelled of wine. She then pointed at Sir Alex and replied: "He made me have wine."
Ferguson revealed that it was not the first time he had attended the championships.
"[I've] been coming here the last three years to New York," he said. "I explained [to Judy] how Scotland invented the world - today we invented the wind."
Connery added: "Today, they [Scotland] conquered the world!"
After chatting with the surprise guests, Murray sat back down and told the waiting press: "It's great. It's obviously nice to have their support. Hopefully they'll be back for the final as well."
Murray - who recently won a gold medal at the London 2012 Olympics in the men's singles tournament - battled gales and rain to reserve his place in the final against Novak Djokovic, which is scheduled to take place on Monday (September 10).