The 50-year-old actor refused to answer questions about why he no longer wanted to front the 84th Academy Awards ceremony as he left furniture shop Restoration Hardware.
Dressed smartly in a flat cap, sunglasses and a dark grey shirt, Murphy walked out of the shop and got into his black sports car.
He stayed silent when quizzed about his decision and asked whether he was disappointed to no longer be hosting.
Murphy, who was nominated for the Best Supporting Actor Oscar for Dreamgirls in 2006 - but lost out to Little Miss Sunshine star Alan Arkin - announced he was stepping down as the Academy Awards host yesterday (Wednesday) morning.
His decision came just 24 hours after film director Brett Ratner withdrew as the ceremony's producer.
Ratner pulled out after coming under fire for making an alleged homophobic slur during a question and answer session at a screening of action movie Tower Heist.
The Florida-born filmmaker also issued an apology on Monday, declaring, 'It was a dumb way to express myself.'
Murphy and Ratner had been due to team up for the February 26, 2012, broadcast of the Oscars ceremony after working together on Tower Heist.
But Murphy released a statement saying, 'I completely understand and support each party's decision with regard to a change of producers for this year's Academy Awards ceremony.
'I was truly looking forward to being a part of the show that our production team and writers were just starting to develop, but I'm sure that the new production team and host will do an equally great job.'
A replacement Oscars host has not yet been named.