[6] He guided Raith Rovers to victory in the 2013–14 Scottish Challenge Cup, winning in the final against Rangers at Easter Road.
[8] Murray guided the Hibernian Under-20's team to double success in the 2017-18 season, winning the SPFL Development League and the Scottish Youth Cup.
[9][10] In March 2021, Murray was appointed assistant manager to Gary Naysmith at Scottish League Two club, Edinburgh City.
[11] In June 2021, Murray was appointed assistant manager to Laurie Ellis at Scottish League One club Queen's Park.
[17] On 10 January 2023, Marvin Bartley announced after Queens Quarter Final win over Kelty Hearts in the SPFL Trust Trophy that Murray would be remaining as the Doonhamers assistant manager, having worked with him previously at Hibernian.