The two-time world champion had been taken to the final end before beating winless Russia 6-4 and looked on course for a similar victory over the USA.
With the score tied at 6-6 against American skip Brady Clark, Murdoch had last stone advantage in the tenth end but his final shot sailed wide of the target, gifting the USA a two-point steal and an 8-6 win.
"We bossed the game and didn't get anything from it," said Murdoch.
"It's a bad loss, there's nothing else to say and I hope we don't end up paying the price for it."
Clark, who had lost four of his previous six games, also admitted he got lucky.
"We stole that really, Scotland played really well but they just missed one when it mattered," he said.
The defeat cost Scotland the chance to move level with Canada at the top of the group standings, after the defending champions suffered a surprise first loss in the tournament to the Czech Republic.
Scotland are currently tied for second, with five wins from seven, alongside Sweden and Denmark.
However, they have some of their toughest encounters in their four remaining group matches, with Norway and Sweden their rivals on Wednesday.
Draw # 11
Finland 5, Switzerland 7
Japan 4, Denmark 7
Norway 7, Canada 10
USA 8, Scotland 6
1. Canada 6-1
2. Sweden 5-2
3. Scotland 5-2
4. Denmark 5-2
5. China 4-3
6. Norway 4-3
7. Czech Republic 3-4
8. Switzerland 3-4
9. USA 3-4
10. Japan 2-5
11. Finland 1-6
12. Russia 1-6