He co-hosts the spin-off podcast series No Such Thing as a Fish in which he and three other QI Elves – Anna Ptaszynski, James Harkin and Dan Schreiber – share their favourite facts from the week.

Murray wrote and co-presented the podcast's spinoff television series No Such Thing as the News.

[2] Murray's debut novel, The Last Day, a dystopian thriller set in a future where the Earth has stopped spinning, was published in February 2020.

[5] Murray is a member of the Jane Austen-themed improvisational comedy troupe Austentatious.

[6] In February 2021, Murray appeared as a contestant on episodes 76–80 of the fourth series of BBC Two's Richard Osman's House of Games.