Now take a leaf from Ivan Lendl's book, Andy Murray, and try, try, try again

It will take time for the disappointment to subside, but when Andy Murray looks back on his first Wimbledon final he will surely take pride in his performance. Roger Federer won 4-6, 7-5, 6-3, 6-4 to claim his seventh All England Club title, but Murray made the 30-year-old Swiss produce one of the finest performances of his career.

In the end it might have been the British weather that did for the Scot. Without wind or changing temperatures to affect his game, Federer has always been a wonderful indoor player and after the Centre Court roof was closed following a rain break early in the third set he took charge.

The Swiss has always been an aggressive player, but in the perfect conditions under the roof he went on all-out attack and Murray could not find a response. The world No 4, nevertheless, gave his best performance in a Grand Slam final.

The only time Murray looked in danger of being overawed by the occasion was when the two men came on court. Federer emerged first, waving to the crowd, and walked into the stadium with all the swagger of a man playing in his eighth Wimbledon final. Murray acknowledged the rapturous applause but looked self-conscious as he did so.

Nevertheless, when play began it was Federer who looked like the nervous debutant. The Federer forehand has long been recognised as the greatest shot in the modern game, but the Swiss made four errors on his favoured flank to give Murray an immediate break of serve. The last of them – a comparatively routine drive volley that Federer slapped beyond the baseline – prompted what must have been the greatest roar Centre Court crowd has ever heard at the end of an opening game.

Although Murray held for 2-0, Federer was quickly into his stride, winning three games in a row after breaking serve with some typically aggressive ball-striking. From that point onwards the set was tight. Five of the first eight games went to deuce and with 48 minutes on the clock the score was still only 4-4.

Having saved two break points in the eighth game, Murray came out shooting from the hip in the ninth. At 15-15 the Scot chased down a drop shot and cracked a forehand straight at Federer, who was at the net and only just managed to duck out of the way as the ball landed inside the baseline. It was a shot that might not have been in line with tennis etiquette, but Murray's coach, Ivan Lendl, would surely have approved, having made such a tactic one of his trademarks.

Murray forced two forehand errors on the next two points and then held to take the set after 57 minutes, completing the job with three successive unreturned serves. At the 10th attempt Murray had finally won a set in a Grand Slam final.

By the second set both men were playing superbly. There were some wonderful rallies, Federer attacking at every opportunity and Murray too showing some splendid aggression. Federer was forced to save two break points at 2-2 and two more at 3-3, but when Murray served at 5-6 and 30-0 the Swiss upped his game in the way that only he can. Having got back to 30-30, he created set point with one beautiful stop volley and promptly converted it with a second.

Centre Court had been a cauldron of noise, but Murray's loss of the set dampened crowd's enthusiasm as effectively as the rain clouds that were rapidly approaching. With Federer serving at 1-1 and 40-0 in the third set the heavens opened and the players went off court. Once again the roof was closed – what an asset it has been over the last fortnight – and within 39 minutes the match had restarted, to the sound of torrential rain hammering down on the retractable cover.

The turning point of the match came in a remarkable 19-minute game of 10 deuces when Murray served at 2-3. Having led 40-0, Murray went on save five break points but on the sixth he was outrallied and put a backhand in the net. There is no more assured front-runner than Federer, who served out for the set.

Murray's last chance to stop the Federer express came when he had a break point in the second game of the fourth set, but his attempted running forehand pass flew just wide. Three games later Federer broke for the last time with a splendid, wrong-footing, backhand cross-court pass.

When Federer served for the title at 5-4 Murray saved one match point with a bold backhand which forced the Swiss into a mistake, but on the second his attempted forehand cross-court pass flew just wide.

It had been a bold, bold effort by Murray. Now he has to follow his coach's example and show that if at first – or second, or third, or fourth – you don't succeed, you just have to try, try and try again.