The pop star's former doctor, who is in prison for giving Jackson an overdose of the drug propofol, told NBC's Today show he always believed the lawsuit was frivolous.
He said: "I cried because for once the world was allowed to hear some of the facts ... much of which I was denied and my attorneys could not present during my criminal trial.
"I was very relieved that at least the world had a chance of hearing some of the facts."
Jurors said they believed Murray - who was convicted in 2011 of involuntary manslaughter - had been hired by AEG Live at Jackson's behest, but they found he was competent to do the job for which he had been taken on.
But jury foreman Gregg Barden suggested the verdict should not be seen as a vindication of AEG Live or an endorsement of Murray.
"That doesn't mean we felt he was ethical," Mr Barden said of Murray, who is due to be released from prison later this month.
"There really are no winners in this. It took the tragic passing of a tremendous father, son and brother for us to even be here. And of course nobody wanted that."
Juror Kevin Smith said: "Michael Jackson was a big star. He wanted this doctor and if anyone said no they were out of the mix."
More than four years after Jackson's death, the negligence suit by his mother, Katherine Jackson, offered an unprecedented look into the singer's addiction struggles, concert preparations and his role as a parent.
The jury's refusal to hold AEG responsible for Jackson's death is perhaps the last chance the late singer's mother had to collect millions in damages and place blame for her son's untimely demise.
"I'm okay," was all that the Jackson family matriarch said as she moved slowly out of a courtroom after hearing the verdict denying her claim for as much as $1.5bn (£928m) and giving her nothing.