The Spanish duo of Tommy Robredo and Maria Jose Martinez Sanchez beat the British pair in straight sets in the mixed doubles 7-6 (8-6) 7-5 to win the encounter.
Earlier, Robson had impressively beaten world number 26 Maria Jose Martinez Sanchez 6-1 7-6 (8-6) before Murray lost out in three sets to Tommy Robredo 6-1 4-6 3-6.
Speaking after the final, the world number four said: “I’d like to thank my partner for playing with me. I kind of let her down a bit, so I feel bad about that.”
Elsewhere, Russian Nikolay Davydenko stunned Roger Federer as he beat the Swiss maestro in straight sets 6-4 6-4 to reach the final of the Qatar Open.
There were no such problems for world number two Rafael Nadal, who eased into the final of the same event, beating Serbia’s Victor Troicki 6-1 6-3 to set up a final clash with Davydenko.
MORE: The latest football news
MORE: The latest tennis news
BIOGRAPHY: Daniel Sturridge
BIOGRAPHY: Kepa Arrizabalaga