He also predicted Florida wins for himself and Democratic presidential nominee Hillary Clinton, during an interview on CNN's "New Day."
The Hill reported Wednesday that the FBI
is investigating an affluent Saudi family's involvement in an alleged illegal donation scheme benefiting Murphy's campaign. The paper reported there's no evidence that Murphy is involved or even aware of the alleged scheme.
"Our campaign follows the letter of the law. We've never been contacted by the authorities," he told CNN's Alisyn Camerota. "It's a lot of speculation. Look, there is a reason why the authorities didn't even comment on this."
The Florida congressman, who is running neck-and-neck in polls against Republican Sen. Marco Rubio, declined to say if he believes the former presidential candidate's campaign was behind the story.
"I don't want to be a conspiracy theorist. Who knows?" he said. "What I do know is there are right-wing Republican groups out there, and this is all they do, literally, is they are out there pushing misinformation."
Murphy, who is supports Democrat Hillary Clinton, slammed Rubio for backing Trump after telling voters that the Republican presidential nominee was an unethical candidate.
"After everything Donald Trump said about him, after Donald Trump beat him by 20 points (in Florida), after Marco Rubio called Donald Trump a con man and said he couldn't be trusted with the nuclear codes, Marco Rubio still endorsed him," he said.
"And even after everything that came out about Donald Trump being a sexual assaulter, Marco Rubio doubled down on his endorsement," Murphy added.
Rubio declined a CNN request to also appear on "New Day."
"I think what we're really going to see, and especially last few days, is great turnout, and we've already seen some record turnout from Hispanic voters," Murphy said. "I think there's a lot of momentum not only for Secretary Clinton but in our race against Marco Rubio."
A CNN/ORC poll released Wednesday had Clinton leading Trump 49%-47% among likely voters.