Ferrer, ranked fifth in the world, had lost his last four meetings with Murray but he overwhelmed the Scot with some impressive baseline play to set the pace in Group A ahead of Novak Djokovic's evening match against Tomas Berdych.
India's Leander Paes and Mahesh Bhupathi, meanwhile, lost their first round Group A encounter against Swede Robert Lindstedt and Horia Tecau of Romania 6-7(6), 1-6.
The fourth seeds from India converted only two of the 11 break points, all in the first set.
Sixth seeds Lindstedt and Tecau were both making their first appearance at the World Tour Finals.
There were four breaks of serve in the first set. Lindstedt and Tecau could have won the set 6-4, but Lindstedt hit a double fault on sudden death deuce. Ultimately, Bhupathi and Paes were left to rue the missed opportunities.
In the tie-break, Bhupathi ripped a forehand return winner past a net-rushing Tecau for a 6-4 lead. Tecau then hit a smashing winner and Lindstedt finely placed a lob over Paes to save both set points. At 6-6, Lindstedt lashed a forehand return winner down the line before closing out the 59-minute set.
Lindstedt and Tecau blew the Indian pair away in just 28 minutes in the second set. They raced to a 3-0 lead against the five-time qualifiers.
RESULTS
Singles:
David Ferrer (5), Spain, def. Andy Murray (3), Britain, 6-4, 7-5.
Doubles:
Robert Lindstedt, Sweden, and Horia Tecau (6), Romania, def. Mahesh Bhupathi and Leander Paes (4), India, 7-6 (6), 6-1.
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