The directive came from team leader Paul Hutchins. The ceremony, taking place on the other side of London, was to begin at 9 p.m. and run past midnight.
Murray and his brother Jamie are scheduled to play doubles Saturday. Six other British players also have matches scheduled on the first day of the tournament.
Elena Baltacha, who is competing in singles and doubles, said she understood the logic behind skipping the ceremony.
"We're here to compete," she said. "It would have been really nice to go, but we're here for a reason, and that has to come first. ... It is a shame, but we can watch it on TV, that's what I'll be doing."
About half of the contingent of more than 500 British athletes was expected to miss the ceremony.
"Attendance at the opening ceremony is a choice made by each sport," a spokesman for the British Olympic Association said. "While the ceremonies are significant occasions, the priority is that performance on the field of play comes first for Team GB's athletes."