A product of Athletic Bilbao's prolific youth system, he made his debut for their first team on 24 November 2001, in a 2–1 away win against FC Barcelona;[3] he played a further 18 La Liga games the following season, after breaking his leg during preseason.

[9] In late August 2010 he terminated his Athletic contract and left the club after 11 years, signing with RC Celta de Vigo also of the second tier.

[10] Having joined in the summer of 2011 at the age of 28, Murillo went on to play several years with AEK Larnaca FC in the Cypriot First Division, as part of a large contingent of Spanish players and managers at the side.

[13] In June 2018, Murillo retired and was named AEK's director of football as longtime Athletic Bilbao teammate Andoni Iraola signed as manager.

[14] Murillo's father Luciano and his uncle Eliseo were also footballers and defenders who played for Real Sociedad, having moved to San Sebastián at a young age from Extremadura.