Andy Murray believes he is closer to breaking his grand slam duck despite suffering a defeat in the Australian Open final.

The 22-year-old was beaten 6-3 6-4 7-6 (13/11) by Roger Federer under the Rod Laver Arena lights in the second major final appearance of his career.

Murray also lost to Federer in straight sets in his first trip to a grand slam final at the 2008 US Open, however, the Scot found more reason to be enthused by his display tonight.

An anxious beginning had allowed Federer to coast through the opening two sets before Murray finally produced the form that had seen him lose just one set and eliminate defending champion Rafael Nadal en route to the final.

The Scot went toe-to-toe with the world number one in the third set before an enthralling tie-break when he passed up five set points before Federer finally closed out the match.

"Tonight's match was a lot closer than the one at Flushing Meadows," he said.

"I had chances at the end of the match. It's just the second set that didn't go my way, not that any of them went my way, but obviously I felt like I had opportunities in the rest of them.

"I'm getting closer (to a grand slam). My results in the grand slams would show that.

"I've just got to keep working hard."

Murray, who will rise to world number three after his final loss, made a tearful post-match speech and while he admitted the emotion of failing to reach his lifetime ambition had been hard to stomach, he vowed to one day lift one of tennis' most prized trophies.

"I don't feel great," he added.

"I worked really hard to get to this stage. I wanted to win the tournament.

"It was pretty emotional at the end of the match, but I'm hungry to win one. It's something I've wanted since I was 16 or 17, but so far it's not been good enough.

"I'm sure one day it will be. When it comes, maybe because of the two losses, it will be even better."

Murray denied nerves had got the better of him saying his defeat was down to the class of his rival.

"I didn't feel nervous. He just puts a lot of pressure on you with the way that he plays," he said.

"You need to focus really hard throughout the match. I thought it was a high-standard match.

"There were some patches I wasn't happy with. I didn't serve well in the first set.

"The second set I just wasn't particularly happy with, but the rest was pretty good.

"Obviously I need to improve and try and make my game better for these situations."

For Federer victory was his 16th in 22 grand slam finals and his fourth at Melbourne Park.

And while he had the better of the opening two sets he said the tension of the third set tie-breaker, which lasted 18 minutes, had made the victory a memorable occasions.

The Swiss needed three championship points, after Murray had himself spurned five set points, to clinch it, and admitted he thought he had missed his chance after playing a drop-shot which Murray ran down to save a championship point.

"I think you have got to see the way a match ends for the emotion," he said.

"Is it 40-love point where serving and you're up five-love or in a breaker? I don't even remember the score it was such a long tie-break.

"This felt similar to the Wimbledon victory in a way, because all of a sudden it was over and it hit me, you know.

"Before I made the drop-shot and I thought I'd won and might have been much more emotional, but then after losing that point, I'm thinking 'my God he just grabbed the trophy out of my hands. I might end up losing this thing'.

"But then two or three points later, I'm the winner after all.

"It was very much a rollercoaster with the emotions."

One of the few accolades to have so far escaped Federer is a calendar grand slam, but with Rafael Nadal troubled by his knee injury the possibility of him winning all four slam this year looms on the horizon.

At 28 years of age this year may present his best chance to achieve the rare feat although he denied it was a goal of his.

"That's not something I've ever put in my mind that this is something I want to achieve," he said.

"I'll still go and play the smaller tournaments the Masters 1000s, the ones we're supposed to play.

"I try to give my best everywhere I go to because I think there's not only the grand slams.

"Of course they are important, but I try to respect every tournament that invites me to go play there.

"I won't just put the entire calendar just around trying to win the calendar grand slam.

"If it happens, it does, it's great; but it's not something that's like my number one goal.

"Just like I haven't put a number on how many grand slams I want to try to win.

"Whatever happens happens."