Zaghari-Ratcliffe was imprisoned in Iran for six years until her release earlier this year, having been accused of spying, a charge she and the UK denied.
She was asked to guest edit a BBC Radio 4’s Today programme during the festive period and Murray was one of her guests with the episode broadcast on Wednesday.
Zaghari-Ratcliffe recalled how she was given access to a TV with two channels in 2016 and matches at that year’s Wimbledon were shown with Murray triumphing at the All England Club after he beat Milos Raonic in the final.
“I think what you’ve told me is by far the strangest, most incredible story that I have been told about someone watching me. Nothing has come close to that, so that’s incredible,” Murray told BBC Radio 4’s Today programme.
“We all have our own problems, but after listening to you and speaking to you I’ll certainly make sure I’m a lot more grateful for everything that I’ve got.”
I think what you've told me is by far the strangest, most incredible story that I have been told about someone watching me.
Andy Murray to Nazanin Zaghari-Ratcliffe
Zaghari-Ratcliffe revealed watching Murray’s victory was “joyful” and made her “ecstatic” a couple of months on from her initially being detained in Iran.
She later explained how at the time she hoped to watch the former world number one in person at Wimbledon at the next Championships in 2017, only to spend a further five years in prison.