The comedian spoke about Britain's strange political times during a visit to Wolverhampton, in which he was made an honorary doctor at the University of Wolverhampton.
The honour was given because of his study of military history.
But the comedian is also very aware of the irony of the current political situation in the light of his comic creation.
Murray's comedy alter ego The Pub Landlord is known for his dislike of European nations – particularly France and Germany.
But Al Murray himself believes Britain is heading for a Brexit compromise, declaring: "I think we'll end up with a quintessentially British fudge."
The 49-year-old admitted in recent times political reality has caught up with his comedy creation, the traditional Little Englander.
The Pub Landlord's 'obsession' with the EU has moved from the fringe into the mainstream – and it has been an interesting watch, Murray said.
In the 2015 General Election, the Landlord was pitted against UKIP leader Nigel Farage in South Thanet, with Murray setting up his own political party – the Free United Kingdom Party.
He didn't win the seat – he received 318 votes – although neither did Farage, who was soundly defeated by Tory Craig Mackinlay.
WATCH: Al Murray honoured to be in Wolverhampton
Murray said: "When I first came up with him he was obsessed with the EU and it was very much a fringe interest –now it's gone mainstream.
"And it's been quite interesting watching that all happen.
"The last year around Brexit has been all right to write about. And I think we'll end up going with a quintessentially British fudge.
"Free United Kingdom Party definitely spent the most per head – per voter.
"But we've had to wind it up. I didn't realise until I set up the political party but there's a lot of admin.
"And they can send you to jail if you do any of the administration wrong."
The hardest thing to write about is Donald Trump, Murray said – as it's hard to satirise the US President.
Murray was speaking after being made an honorary doctor of social science at the University of Wolverhampton.
The award was in recognition of his contribution towards military history and efforts to raise its profile for younger people.
Murray said: “It is a deep honour and privilege to receive an honorary doctorate from a university famed for its excellence in military history.
"It is entirely flattering and utterly unexpected.
“I would like to thank Gary Sheffield. If you are going to get an honorary doctorate, this is the place to get it from as they are famed for their work in this area.
“I grew up in a family where military history was the default Sunday afternoon conversation, and this interest burned away for years.”
Professor Sheffield, who is professor of war studies at the university, said: "Al is a really serious student of military history – he really does know his stuff.
"It struck me that giving him this honour would be a really good idea.
"And he's been very generous with some of the things he's said.
"It's great that someone like Al who is very knowledgeable recognises what we're doing."