Slated at 50th in the ATP rankings, Zverev was not expected to provide much of a challenge to Murray.
But it was clear early on that Murray was going to have his hands full.
Through the first six games of the first set, it stood at three games apiece while Zverev held a 40-15 lead in the seventh game against Murray.
Murray was able to battle back to take the game and avoid being down a break, but Zverev would keep charging.
Using a deceptive forehand shot that seemed to fool Murray at times, Zverev won four straight games to take the first set. It was the first set lost by Murray at the Australian Open this year, per the ESPN telecast.
It was also the second straight day that a Zverev took the first set of a match as an underdog. On Friday, Mischa's younger brother Alexander took the first set against Rafael Nadal but would wind up losing the match.
Regardless, dropping the first set has usually meant bad news for Murray, as Sacha Pisani of Perform Group pointed out:
Murray managed to squeak out a second-set win, but it wasn't easy. With Zverev surging to overcome a 3-0 deficit to close the gap to 5-4, he fought off four straight set points, overcame an 0-40 hole and tied things up at 5-5.
An animated Murray, who was looking off the court for help, as noted by former Vancouver Sun columnist Brad Ziemer, ramped up his play and won the next two games to take the second set:
Zverev didn't go away and dominated the third set with 13 winners and just one unforced error, much to the astonishment of Ladbrokes.com:
Murray, on the other hand, won just 19 points in the third set as he sunk into a dangerous deficit.
Things got even worse for him when Zverev won the first two games of the fourth set to extend his winning streak to seven straight games before Murray took the third game.
But after the two traded wins, Zverev was just two games away from the upset as he led 4-2 in the fourth set before nudging 5-3 ahead and continuing to peck away at his opponent.
Murray's exit was sealed after he skewed a return attempt wide, with ESPN Stats & Info pointing out just how disappointing this start was in comparison with his 2016 run:
This is one of the two Grand Slam events that have been eluding Murray throughout his career. Making the final five times since 2010, Murray has lost each time, with four of them coming at the hands of Novak Djokovic.
In 2017 though, Djokovic was already out of Murray's path after a shocking second-round loss to Denis Istomin.