The world group tie starts tomorrow with Murray playing for the first time since losing to Roger Federer in the US Open final 10 days ago.
Murray also came within two points of losing to Austrian No 1 Melzer in the US Open.
Melzer said: “The country expects Murray to win the Davis Cup by himself. He’s one of the best players in the world but I am positive Austria can beat Britain.”
Murray said: “I won’t feel pressure, I’m confident I’ll beat him.”