Leeds have beaten Coventry twice at Headingley already this season, 57-5 in the League in October and 52-0 in the National Trophy only last Sunday.
Murphy told BBC Radio Leeds: "It's been an incredible season so far, but we haven't achieved anything yet.
"We know we still need to improve, but we are doing that.
"The pressure is there on us, but that is good. It gives you the nerves to perform at your best.
"If we can win this weekend we could go as many as 13 points clear of Exeter and that is big incentive for us."
BBC Radio Leeds has exclusive full match commentary of the game on 103.9 FM and online at bbc.co.uk/leeds from 1450 GMT.
Coventry: Ben Toft; Kurt Johnson, Oliver Winter, Dovovan Sanders, Thomas Slater; Thomas Hayes, Michael Walls; Ricky Whitehall, Stewart Pearl, Rudolf Brits, Oliver Atkinson, David Lyons, Henno Venter (captain), Benjamin Pons, Gregory Thomas.
Replacements: Christopher Whitehead, Robert Dugard, Samuel Herrington, Darren Clayton, Nathan Jones, Myles Dorrian, Ronald McLean-Dents.
Leeds Carnegie: Leigh Hinton; Lee Blackett, Jonny Hepworth, Scott Barrow, Richard Welding; Alberto Di Bernardo, Joe Bedford; Mike MacDonald (captain), Rob Rawlinson, Tommy McGee, Phil Murphy, Jon Pendlebury, Kearnan Myall, Jacob Rowan, Rhys Oakley.
Replacements: Adam Hopcroft, Vili Ma'asi, Danny Paul, Andy Boyde, Scott Mathie, Henry Paul, Jon Goodridge.
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