Belgian capital Brussels, 35 miles away, remains on a high state of alert amid the threat of Paris-style attacks.
The British team arrived in Ghent on Monday, a day later than planned as security arrangements for the final were confirmed.
"Everyone, I think, is very comfortable in the team," said Murray.
"It was obviously a bit concerning a few days ago," Murray added. "I think once we got here and got into the hotel, came to the venue and saw what it was like here, I think that made everyone a lot more comfortable."
Britain will try to win the Davis Cup for the first time since 1936 when the final - their first since 1978 - gets under way on Friday.
The team consists of Andy Murray and his brother Jamie, Kyle Edmund, James Ward and Dom Inglot, with Dan Evans included as a hitting partner. Including coaches and trainers, the playing staff in Ghent number 13 people.
