Strikes from Tom Findlay and Brian Cameron put the visitors 2-0 ahead in the first half. The Black and Golds clawed back after a tremendous free kick from Reece Lyon, but any hopes of a comeback were dashed as captain Cameron grabbed his brace late on.
In football you sometimes get the feeling that it is not quite your day and luck does not fall on your side.
Similar to the Dumbarton defeat, Athletic played well for long spells and created a number of chances throughout the 90 minutes.
More than one goal-bound effort was cleared off the line as Elgin defenders put their bodies in the way.
But if you concede first and ultimately concede three goals in any match, at any level, you will always face an uphill battle regardless of how many chances you create.
Murphy said: “I think we didn’t get what we deserved with the chances we created in the game.
“First half we had some great chances, we just failed to work the goalkeeper enough.
“We conceded from a set piece which is frustrating. The second goal from them, I think, was excellent, a little bit of quality at this level is brilliant. You’ve got to sometimes hold your hands up and say well done.
“Second half we’ve put them under so much pressure in their box where they’ve cleared a couple off the line by putting their bodies on the line.
“We got our goal back from a set-piece ourselves, we’re pushing and pushing and pushing. But then the last goal to make that mistake, at that time, when we’re pushing to get back into the game, it’s not great.
“Their manager said they had stolen it and it was like the Alamo.”
Murphy added: “The same thing happened to us the last time we were here (Galabank) against Dumbarton, we hit the bar three times in the one game, and we lost the game 1-0.
“We want to pick up three points every week, but when I look at the overall performance of my players I think it’s been excellent.
“They’ve come here and camped in, and we’ve camped them in by the way we’ve played.
“We’ve had so much possession of the ball, creating the chances and they’ve had to put their bodies on the line.
“Sometimes that’s the way it goes.
“I’d happily steal it every week as long as I was getting three points.”
On the importance of scoring first, Murphy said: “If we can put that together with our players and get the first goal it changes the game in this league, we didn’t get it and we ended up losing 3-1.
“Conceding three goals is very disappointing when we were trying to stop conceding as many goals, the last goal is inexcusable.”
On Saturday Annan face a trek west along the length of the A75 to face Stranraer at Stair Park in a Dumfries and Galloway ‘derby’.
The Galabankies have won their last two on the road and they will be hoping to make that three tomorrow afternoon.