Ulster’s win over Connacht ended a fifth successive defeat after a difficult run of form.
That run included two heavy losses in Europe at the hands of Toulouse and Bordeaux.
Leicester bounced back from losing to Bordeaux in their European opener with a big win against South African side Sharks.
The Welford Road side sit fourth in the Premiership with six wins from 10 games.
“We’re going to be there and probably no one will give us a chance,” Murphy said.
“We need to win our last two games to stay in the competition.
“Leicester are a very difficult place to get to, they have a huge pack and set-pieces and their big back trio are all very talented in the air.
“There’s a big test coming up on that, but we’re going to go there with confidence.
“We want to get our game in front of them and see where it takes us.”