The former world number one played with conviction and fluency in the first set, but lost it on a tie-break 10-8.

Despite recovering from a double break down to square the second set at 5-5, Britain's Murray was broken again by American world number 73 Sandgren.

"I think there was some good stuff in there," Murray, 32, told BBC Sport.

"I think my ball striking was better than last week. I hit quite a few more winners, came to the net quite a lot. Obviously I didn't win but I do feel I was a bit more in control of what was happening out there.

"Physically I felt OK in the rallies, but I did notice in the second set that my first serve wasn't as good, and I think maybe my legs were a little bit heavy at the end there."

Last week, Murray lost in straight sets to Richard Gasquet in Cincinnati in his first singles match since January's Australian Open.

His match against Sandgren started at 22:15 local time after a five-hour delay caused by heavy rain, thunder and lightning.

And even after completing the warm up, the players had to remain in their chairs for a further 15 minutes to wait for another light shower to pass and the court to be dried with towels and electric blowers.

Murray started superbly, forcing nine deuces and one break point in a 14-minute opening game before Sandgren eventually held his serve.

Both men served very well after that, but having saved three set points in the tie-break, Murray put a stretch volley into the net and Sandgren won it 10-8.

The first set lasted 74 minutes, but after making a poor start to the second, Murray struggled in vain to take the match into a decider.

Murray will not be in New York when the US Open gets under way on Monday, but he may instead play on the ATP Challenger Tour.

He will fly home from Winston-Salem on Tuesday but is actively considering whether to compete in next week's Challenger event in Mallorca.

"I think for my body it would be a good thing because I do feel at that level I will be winning matches each week," Murray added.

"And I think it would be good for my game as well because I'm not quite seeing the points as I used to. And if I can get more matches, I'll start to work that out a little bit quicker, and see it faster.

"I would probably rather stay playing outdoors because the next couple of tour events I'm playing are outdoors in Asia, but I haven't given it tonnes of thought."