The Everton stopper has been in good form this season, but was not at his best at Turf Moor.
Pickford made some excellent stops in the first-half of the contest, but was caught out in the second period, as Burnley made a comeback.
Everton had a 1-0 lead at the break, but Burnley scored twice in the second half to claim the victory and Pickford was partially to blame for both goals his side conceded.
Pickford initially failed to come off his line and claim a through ball, which allowed Ashley Barnes to prod home from close range.
The England international was then penned back on his line from a corner, and Chris Wood headed home the cross.
And Murphy feels that Burnley’s physicality ended up bullying Pickford.
He said: “He’s been bullied and he’s got to learn quickly because teams are going to see that.”