Action News spoke exclusively with one of the friends, Haydee Santana of Trenton, Monday afternoon.
"He was just like 'I'm sorry, I just can't take this pain anymore. I really need to die. That's all I deserve,'" Santana said.
Haydee says she befriended Murphy after he got out of prison a few years ago.
She and her friends knew him as "Skip."
When she found out he was barricaded in the house with his girlfriend's children, she started texting him.
"I tried talking with him. I told him, 'This is not the way. We can try to get you out of this safe. Please, just turn yourself in; don't hurt the kids,'" Santana said.
Murphy had killed his girlfriend, 44-year-old Carmenlita Stevens, and her 13-year-old son two weeks earlier.
Police found their decomposing bodies in the house after a worried relative called.
Murphy was holed up in a small bedroom with Stevens' teenage daughters and 4-year-old son.
Her 19-year-old autistic son was locked in the basement.
Murphy sent this message to Haydee trying to explain what happened:
"She was cheating on me, and when I confronted her, she disrespected me and put her hands on me, and started beating me, so I lost it."
Haydee pleaded with Murphy to free the children and give himself up.
He replied, "I'm tired of hurting inside. The pain just goes away for a minute then comes right back. I can't take it anymore."
Later, he says "I just want to die. I only see death in my future."
Murphy got his wish when police barged in early yesterday morning.
They shot him dead when he tried to grab one of the children.
Haydee says there's no excuse for what Murphy did and she's sorry for the loss of life.
But, she says he always treated her and her friends with respect and kindness.
"I lost my brother, my best friend. I'm glad the kids came out fine, but it's real heartbreaking, it's real tragic everything that happened," Santana said.
Haydee says Murphy also told her that he made a goodbye video for his friends. She says the police have it now, and she is hoping they will eventually let her see it.