Andy Murray has issued an appeal for the return of his wedding ring, saying he is in the "bad books at home" after it went missing along with his shoes.

The three-time Grand Slam winner, who is preparing for action at the Indian Wells tournament, left his tennis shoes underneath his car to dry out overnight -- but they had vanished when he returned in the morning.

And it was only when his physio asked about his wedding band that he realised he had left the ring tied to his footwear.

"Last night after dinner I got back in the car to go back to the hotel and the car didn't smell great," Murray, 34, said on Instagram, calling for social media users to help track down his shoes and ring.

"Basically, I'd left my tennis shoes in there. It's been 39 degrees (Celsius) so my tennis shoes are pretty damp, sweaty.

"So I decided when I got back to the hotel that the shoes needed some air, I needed to dry them out a little bit."

Murray said he left his shoes underneath the car to avoid the "stink" in his room but when he got back to the car in the morning they were gone.

"So my tennis shoes for the tournament had been stolen, so I had to go to the local pro shop and buy different shoes, different brand, which isn't the end of the world, but obviously not ideal," he said.

"But as I was preparing for my practice, my physio said to me, 'Where's your wedding ring?'

"And I thought 'Oh no'. I basically tie my wedding ring to my tennis shoes while I'm playing because I can't play with it on my hand.

"So, yeah, my wedding ring's been stolen as well. Needless to say, I'm in the bad books at home, so I want to try to find it."