In 1897 Murray made his first recordings for Peter Bacigalupi, the owner of a phonograph company in San Francisco.

Nicknamed "The Denver Nightingale", Murray had a strong tenor voice with excellent enunciation and a conversational delivery compared with bel canto singers of the era.

This is why he was the favorite vocalist of Thomas Edison, whose impaired hearing made it difficult for him to appreciate recorded songs.

Murray was a devoted baseball fan, and he is said to have played with the New York Highlanders (Yankees) in exhibition games.

Murray's popularity faded as public taste changed and recording technology advanced; the rise of the electric microphone in the mid-1920s allowed vocalists to sing less loudly and more intimately and expressively.

Murray's "hammering" style, as he called it – essentially yelling the song into an acoustic recording horn – did not work in the electrical era, and he had to learn to soften his voice.

He was survived by his third wife, Madeleine, and is buried in the Cemetery of the Holy Rood in Westbury, New York.