The two-time champion, 37, was set to play in the competition for the final time yesterday, opening his campaign on Čentre Court.
But Sir Andy had not recovered properly from recent back surgery to take on his Czech opponent Tomas Machac.
He said: "I wanted to play in the tournament. I wanted to have a chance to walk out there on my own on Centre Court again and give it another go.
"But I was also only going to do that if I felt like I could be competitive. I didn't feel like that today.
"I'm sorry for everyone that came and wanted to support and watch again. I wanted that moment as well, as much as for the people that have supported me over the years. The fans but also my closest friends, family, my team.
"It's one of those things. It's unfortunate. The timing was horrible. The surgery was a complex one and it just wasn't to be."
The three-time Grand Slam winner's departure from the singles meant supporters at Wimbledon, at home watching on TV and luminaries in the Royal Box would not see another potentially classic thriller from Sir Andy.
Former British No1 Tim Henman paid tribute to the knight of tennis, saying: "Andy Murray has been playing and competing in an incredible era against Federer, Nadal and Djokovic three of the greatest players of all time.
"And when you see how he's matched up against them, he's beaten them. He's finished as the world No1 in that era, he's won three Grand Slams, two Olympic golds, he goes way beyond tennis."
Charles Bowden and Kelly Ann Ethell felt for their hero after camping out since 2pm the day before to secure tickets to see him.
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