Murray is the first British singles tennis player to be world number one since the inception of the ATP rankings.
The 29-year-old Murray, who has won Wimbledon and Olympic gold this year, is now widely regarded as one of Scotland's greatest ever sportsmen.
Ahead of Friday's World Cup qualifier against England at Wembley, McGhee, who serves as Gordon Strachan's assistant, was asked if Scotland's football players would be encouraged to emulate Murray's achievements.
"Even better than that, my understanding is that he is coming to the game," McGhee told reporters on Monday.
"For the players to know that he is up there and for the players to replicate some sort of the achievement that he has -- I think every single one of us are huge Andy Murray fans and totally respect the achievement of what he has done for himself and the country.
"To emulate that in some way would be just fantastic."
Murray, a known football fan, is the first British singles tennis player to be world number one since the inception of the ATP rankings after his rise to top spot was confirmed over the weekend.
Scotland will need all the inspiration they can get against England as they fight to get back on track in the race to reach the 2018 World Cup.
A 1-1 draw home to Lithuania and a 3-0 defeat in Slovakia in their last qualifiers left Strachan's side languishing in fourth in Group F.
"Regardless of previous results, when this draw was made, that was the stand-out fixture," McGhee said.
"We have a huge support going there, that is the focus for us.
"I would imagine the players, and I know in particular the manager, want to give them something and a result against England would be perfect."