The draw for the season-ending invitations-only event was announced Wednesday in London, where the tournament will be contested.
Federer owns the No. 1 seed and heads Group A, which includes the fourth-seeded Murray, No. 5 Juan Martin del Potro and seventh-seeded Fernando Verdasco.
Group B is topped by world No. 2 Rafael Nadal and third-seeded Novak Djokovic, the defending champion and hottest player on the tour. Sixth-seeded Nikolay Davydenko and eighth-seeded Robin Soderling, who replaced world No. 6 Andy Roddick in the draw, complete Group B.
The tournament alternate is Jo-Wilfried Tsonga.
The schedule calls for round-robin play in the group, with the top two finishers in each group advancing to the semifinals.