[4][page needed] Murray became involved in anti-fascist activism after Hitler's rise to power and in 1936 managed to incite riot by heckling the British fascist Oswald Mosley during a speech at Oxford.

[6] In 1937 Murray was sent to Valencia by the International News Service to report on the Spanish Civil War, but his dispatches failed to impress his employers and he was fired after a few months.

According to Kate Mangan in her memoir Never More Alive, the loss of his job and an unrequited infatuation with a mysterious British socialite called Mary Mulliner plunged Murray into depression.

[11] Claud Cockburn claimed that Murray was actually bitten to death by his pet monkey as he lay in a drunken stupor in his hotel room in Valencia; Sefton Delmer in Trail Sinister suggested a rather more sordid relationship with the animal.

[12] Murray provided Evelyn Waugh with the model and first name for his anti-hero, Basil Seal, star of the novels Black Mischief and Put Out More Flags.