Murphy, riding high after winning this month's Haikou World Open in China, stunned the Australian with top breaks of 70 and 64 in a match that was littered with errors from both players.
"My record against Neil isn't good, in fact when a friend of mine found out I was playing him in the first round, he said he wouldn't bother coming," said Murphy. "I thought the game was scrappy tonight. We both gave it everything.
"I've got four massive matches to go now in this tournament but all I can do is focus on the next one. I'll go home and practise and hope to come back fresh. It's fantastic being back at the Guild Hall, this place is full of heritage.
"It was great to win in China and end a long wait for a title. I knew I was playing well enough."
Murphy now meets Judd Trump, who saw off Chinese amateur Ju Reti 4-1.
Reigning champion Ding Junhui was another big name to fall at the first, the Chinese dropping to a 4-3 defeat to Ben Woollaston.
Ding appeared to have one foot in the next round at 3-0 up, but a sensational comeback from the world number 28 saw the Englishman book a second-round date with John Higgins, who staged a comeback of his own, from 2-1 down to beat Jimmy Robertson 4-2.
"Ding was so good in the first three frames, I seemed to be snookered or in a lot of trouble every time I came to the table," said Woollaston.
"Once I got back to 3-1 I sensed he started to miss a couple. I always seem to play well on the TV tables against the top players like Ronnie or Ding. I just wish I could play as well in the qualifiers.
"It's a big win but it will only be good for me if I go further now, so I need to back it up in my next match. If I can do well here it would be a massive boost ahead of the World Championship."
Other winners on the opening day of action in Preston were Gerard Greene, Marco Fu, Anthony Hamilton and Mark Williams.
Round one results
Marco Fu  4-0 Gary Wilson 
Judd Trump  4-1 Ju Reti (a) 
Shaun Murphy  4-2 Neil Robertson 
Gerard Greene  4-1 Ricky Walden 
Mark J Williams  4-1 Lu Haotian 
18John Higgins  4-2 Jimmy Robertson 
Anthony Hamilton  4-3 Sam Baird 
Ben Woollaston  4-3 Ding Junhui 
- Sports & Recreation
- Ding Junhui
- Shaun Murphy
- Judd Trump