The Scot, who also reached the Roland Garros final in 2016, suffered his second early exit of the clay season on Thursday with a 6-2 7-6 first-round defeat by Italian Andrea Vavassori in Madrid.
Reports have claimed Murray, who also lost in the first round of the Monte Carlo Masters, could skip the French Open to focus on Wimbledon but he told reporters he did not want to miss the chance to play at another Grand Slam.
"I would like to play just purely because I don't know if I'll get another opportunity to play again," he said. "Whilst I feel fit and healthy, I would like to give it a go."
He isn't only aiming to compete in Grand Slams in the final few years of his career either, but wants to add to the three he's already won.
He singled out Wimbledon as the title he's gunning for, but wants to play at Roland Garros too.
"I also have ambitions of competing for Wimbledon titles and that sort of stuff, and I know that sitting here today that probably doesn't sound realistic, but I do believe that that's a possibility.
"It's impossible to say what the right thing to do is, but obviously it's a Grand Slam. I would like the opportunity to play."
Murray has enjoyed success on clay in the past, winning the Madrid Open on the surface in 2015 and the Italian Open in Rome the following year.