Rangers man Ross McCrorie was dismissed in the 51st minute, which essentially killed off all hope for them.
Murty said: "This is the worst I've felt in my career, without a doubt".
"I asked them to get into a shape and a structure in order to go and press". You can't get away from it. All four goals were easily avoidable through just basic, good defending.
We knew from start to finish that we were going to dominate this game, we fancied it today, we turned up, and we knew as soon as we turned up, and we played our game on a good pitch that nobody can deal with us.
It hasn't been all flawless for them however, Celtic's Champions League campaign was disastrous as they recorded just one win in six games and subsequently went on to compete in the Europa League where they lost to Red Bull Leipzig.
"I never become complacent", he said.
"We have played particularly well here at Hampden, be it semi-finals or finals", Gordon said. There seemed to be mutiny in the ranks too as Andy Halliday and Daniel Candeias reacted angrily to being substituted.
"I wouldn't have been happy", Murty said.More news: Woman confined, raped by 'friend' for 10 days
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"I was reacting to the situation in the game". "The sending off changed the nature of what we wanted to do second half".
Celtic will play Motherwell in the May 19 final at Hampden Park.
"Andy's frustrated but I'll see him in the week and have a chat and take things from there".
"There should be frustration and anger, it is just about turning that into positives and energy to power you through to the end of the season, rather than allow it to be disruptive".
"The players need to respond for themselves".
Olivier Ntcham added the fourth, also from the spot, before the end.
"But it is no good to keep asking for it", he added. You have to go and put a performance in to be worthy of their support. It has been brilliant the whole time I have been here, it has been absolutely outstanding. We didn't do enough to make them want to stay in the stadium today'.