Ulster's win over Connacht ended a run of five straight defeats after a difficult run of form.
This race included two heavy losses in Europe at the hands of Toulouse and Bordeaux.
Leicester lost their European opener to Bordeaux before bouncing back with a huge win over the South African Sharks.
Wilford Road's team ranks fourth in the Premier League after six wins in 10 matches.
“We're going there and probably no one will give us a chance,” Murphy admitted.
“If we want to stay in the competition, we have to win our last two games.
He added: “Leicester City is a very difficult place. They have a great set of set pieces, and their big back three are very talented in the air.
“There is a big test coming in terms of this but we will go there with confidence.
“We want to try to put our game in front of them and see where we go.”