The Manchester United manager was an animated spectator at the Arthur Ashe Stadium in New York, where Murray defeated the world number one to emulate Fred Perry's 1936 achievement, winning 7-6 (12-10), 7-5, 2-6, 3-6, 6-2 in an epic four hours and 54 minutes.
“I'm really proud for the boy after the hard work and his progress,” Sir Alex told BBC Sport. “He's really a top player and when he really needed to show it, he showed it.
“That was a real test of a champion for me. It was a privilege [to be at the match]. I love tennis, I love watching tennis and to be involved tonight was a really special moment.
“It was more nerve wracking than a Premier League match. I'm usually in control of my own situation but I wasn't in control tonight.”