Teale has been in charge of the Buddies since December and hoped to take over on a permanent basis, but former Dumbarton boss Murray was confirmed as their new manager on Friday.
Murray watched from the stands on Saturday as St Mirren brought an end to their disappointing season with another defeat, Ali Crawford’s late strike separating the sides.
“It was extremely difficult with the decision having already come out,” Teale said.
“Even if it came out after the game or Monday morning because it then still lets you go and plan for today’s game, but the way it came out then it was always going to have that end of season affair about it.
“We’re just disappointed because I felt as if I was starting to get somewhere in terms of the way I like to play, certainly bringing a lot of the younger boys in with an eye to next year.
“That’s why we did it. Each and every one of them proved that they can come in and play in the [Premiership] and hopefully that stands them in good stead for next season, and hopefully Ian can work with them and improve them even further.”
Despite his tenure coming to an end on the back of leading St Mirren to a bottom-placed finish, Teale insists he has no regrets.
“I’ve enjoyed every single minute of it and I wouldn’t change anything,” he added. “I was able to blood a lot of young boys in here after working with them for the U20s and knew them inside out.
“That’s the disappointing thing, because I felt as if I could have went and continued that with them, but as I say, I’ve loved every minute of it and I wouldn’t change it.”
Teale admitted that he had not had time to consider his next move, as he weighs up whether to cut ties with the club or continue as a coach or even return as a player.
“We haven’t spoken about anything like that,” he said. “I phoned Ian right away and wished him all the best, and hopefully he’ll go on and make the club a success.”
Hamilton manager Martin Canning was delighted to end the season on a positive note after it had threatened to derail during a difficult spell just after he took charge.
“It’s something we talked about during the week,” he said.
“It was the last 90 minutes of what has been a great year and I didn’t want it to fizzle out and the boys to not do themselves justice.
“I thought everyone of them all over the pitch were excellent.”