Andy Murray lost in the first round of the Bett1 Hulks Indoors event in Germany, 6-4 6-4, to Fernando Verdasco on Tuesday.
Murray returned to the tour in August having had surgery to save his hip. The three-time Grand Slam beat world number seven Alex Zverev in the Western & Southern Open in New York in August and reached the second round of the US Open, but he suffered a disappointing first-round loss to Stan Wawrinka at the French Open two-and-a-half weeks ago.
After his latest defeat, Murray says he needs to get back to playing his natural game and believes it will come with more matches.
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"I need to get back to playing my game on the court, I've kind of gone away from that a little bit," Murray said post-match.
"I'm maybe making a few more mistakes than usual because of that. I need to practise, I need to play matches and physically I need to get better.
"Some things I did a little bit better but overall it was not that much better than the match in Paris."
Fellow Brit Kyle Edmund was also knocked out in the first round, losing 7-5 7-6 (7-1) to South Africa’s Lloyd Harris.
Highlights: Wawrinka storms past deflated Murray in first round
Highlights: Murray comes up short against Rublev in Rotterdam
'I wasn't good enough' - Murray after Rublev defeat in Rotterdam