"This is an opportunity of a lifetime, but essentially I said, 'No offense to you or the campaign but I just decline you guys coming in here,' " McMurray told local Virginia TV station WDBJ-7.
"Very simply, 'you didn't build that,' " he said, explaining his reasons.
President Obama, speaking to a crowd in nearby Roanoke last month, said, in part, "If you’ve got a business, you didn’t build that."
Republicans attacked the remark and Mitt Romney said it proved Obama is more interested in the "collective" than the individual, hardworking American. The Republican National Committee is already claiming McMurray for its team.
" 'LIKE' and SHARE if you stand with small business owners [sic] and know THEY built their business, not the government!" the RNC posted on Facebook Thursday with a link to the story about McMurray.
"It's a decision I made in the moment based on conviction and principle," McMurray said. "I have a difference of opinion than the folks in that campaign and that's just what it was. Also, taking a stance in my faith, faith in God. Anyway, the response has been wonderful. We've been really well-supported, lots of kind calls."
The bakery has only been open three months, according to WDBJ-7. The bakery's website offers "custom, made-to-order cookies. delivered."
McMurray told the station they've received many long-distance orders, mostly for cookies to be sent to charity centers.
The bakery ran out of everything but ice cream on Thursday afternoon.
The station, calling McMurray "Chris the Baker" — a reference to "Joe the Plumber" of the 2008 campaign — asked how McMurray liked being compared to Joe Wuerzelbacher, who confronted then-candidate Obama in 2008 and this year is running for a congressional seat in Ohio.
"I'm humbled by that comparison. I'm just a regular guy," he said.
Biden visited the River City Grill in Radford on Wednesday instead, interacting with patrons and taking pictures there.