He played 62 games in six seasons at Derby, including 32 Premier League matches, but struggled with alcoholism and spent four weeks in recovery at the Priory Hospital.

He spent time on loan at Mansfield Town (winning promotion out of the Third Division in 2001–02) and Kidderminster Harriers, before leaving Derby in November 2003.

He featured on the losing side in the 2011 FA Trophy final and was named as the club's Player of the Season as Mansfield won promotion into the Football League as champions of the Conference Premier in 2012–13.

He was appointed Boston United manager the next month, taking the club to a 15th-place finish in the National League North at the end of the 2016–17 season.

He took charge at AFC Fylde in November 2022 and led the club to the National League North title at the end of the 2022–23 season before being sacked in October 2023.

He made his Premier League debut on 17 April 1999, coming on as a second-half substitute for Mikkel Beck in Derby's 5–1 defeat away to West Ham United.

[17] Murray moved on to Brunton Park in March 2005 after Carlisle United manager Paul Simpson succeeded in his fourth attempt to sign him.

[21] He was an unused substitute in the play-off final as Carlisle returned to the Football League with a 1–0 victory over Stevenage Borough at the Britannia Stadium.

On 10 August 2006, Murray handed in a transfer request to new manager Neil McDonald,[25] after he failed to appear in Carlisle's opening two League One games of the 2006–07 season.

[26] On 31 August 2006, summer transfer deadline day, Murray joined Torquay United for a fee of £10,000; manager Ian Atkins said that "I must admit I'm surprised that the chairman (Mike Bateson) has stuck his neck out financially... but Adam will make a big difference to us".

[27][26] He was a key player for Atkins and his successor Luboš Kubík, and played 25 games in the first half of the 2006–07 season, but opted to leave Plainmoor after what new club chairman Chris Roberts described as "quite severe family problems to deal with nearer his home in the Midlands".

[28][29] On 10 January 2007, Murray joined fellow League Two side Macclesfield Town, after being signed by manager Paul Ince for a fee of £17,500 on a two-and-a-half-year contract.

[32] He signed a new two-year contract in May after being a consistent first-team player at the Kassam Stadium as Oxford ended the 2007–08 season with nine wins in eleven games.

[34][35] He scored seven goals in 51 appearances across the 2008–09 campaign, and was an ever-present in the league as the "U's" posted a seventh-place finish as they missed out on the play-offs after being deducted five points.

Chairman Kelvin Thomas told the club's official website: "Unfortunately Adam wasn't involved in the final promotion push due to injury, but we do feel that our decision to have players live close has been justified.

[40] Murray rejoined Mansfield Town, only 20 miles (32 km) from his home in Derby, on a three-month loan deal on 1 October 2010, with a view to a permanent move taking place in January.

[52] At the end of the 2012–13 title-winning season, The Non-League Paper described how "Muzza the magician grabbed games by the scruff of the neck whether playing in an advanced or deeper role".

He had an eventful spell at Rainworth, with manager Kevin Gee resigning after Murray was red-carded in a 3–1 home defeat to Brigg Town on 10 September.

Described in the Worcester News as a creative midfielder with energy and tenacity in September 2003, Murray earned an England U20 cap the previous year.

[68] He also made use of the loan market, bringing in Billy Kee, Callum Elder, Lenny Pidgeley, Jeffrey Monakana, Adam Smith and Terry Hawkridge.

[73] Mansfield ended the 2014–15 season in 21st place, seven points above relegated Cheltenham Town, and Murray released seven players in the summer, saying that "I feel the whole club needs a fresh start".

[76] These free transfer signings included: goalkeepers Brian Jensen and Scott Shearer; defenders Mal Benning, Lee Collins, Nicky Hunt and Krystian Pearce; midfielders Adam Chapman and Mitch Rose; and forwards Chris Beardsley, Matt Green, Nathan Thomas, Craig Westcarr and Adi Yussuf.

[67] He also made free transfer signings of defenders Rhys Bennett and George Taft; midfielder Kevan Hurst; and forwards CJ Hamilton, Ashley Hemmings, Patrick Hoban and Darius Henderson.

[67] He was nominated for the EFL League Two Manager of the Month award after his team picked up ten points from their opening five fixtures in August.

[80] Mansfield fell away after this good start however, and Murray was booed by supporters, though denied reports that he was considering quitting the club on 3 November, stating "I'm not going anywhere for a long while.

[87] He said that there was an "unbelievable" number of players eager to join the club, with summer signings including goalkeeper George Willis; defenders Bradley Beatson, James Clifton, Jack Cowgill, Taron Hare and Jordan Keane; midfielder Jamie McGuire; and forwards Ashley Hemmings, Pearson Mwanyongo, Kabongo Tshimanga and Tyrell Waite.

[88][89][90][91][92][93][94][95] He compared his team to a baby deer after a difficult start to the new season, stating that "they're a little bit wobbly when they're born", whilst also saying that "[recruitment has] not been good enough and we take ultimate responsibility for that".

[117] On 20 October 2023, Murray joined League One club Cheltenham Town as assistant to newly appointed manager Darrell Clarke.

[120] Murray describes himself as a manager with an eye for detail to get the most from the resources available by working on 'marginal gains' to get the extra one per cent advantage to improve his player's and teams' performances.

[121] At Mansfield, Murray developed a passing game adopted from the Dutch total football model but tailored to lower league players.