[1] Murray was one of two Admiralty M-class destroyers ordered from Palmers Shipbuilding & Iron Company as part of the 1913–1914 Construction Programme for the Royal Navy.

[8] Four Yarrow three-drum boilers fed two sets of Parsons steam turbines rated at 25,000 shaft horsepower (19,000 kW),[8] giving a normal maximum speed of 34 knots (63 km/h; 39 mph).

[9] Up to 228 tons of oil could be carried, giving an endurance of 2,100 nautical miles (3,900 km; 2,400 mi) at 15 knots (28 km/h; 17 mph).

[1][4] On 31 January 1915 Murray was one of seven M-class destroyers[b] sent to Sheerness to escort minelaying operations at the east end of the English Channel by the minesweeper Paris.

The attempt was abandoned due to heavy fog which caused the cruiser Undaunted and destroyer Landrail to collide, badly damaging both ships.

[20][21] On 30 October Murray took part in a sweep by the Harwich Force of the German Bight during which the Swedish steamer Osterland was stopped and sent to the Humber for investigation of a suspicious cargo of iron ore.[22] On 8 November the Harwich Force was deployed in support of Operation DZ, where Princess Margaret and Angora laid 850 mines in the German Bight.

On the return journey, the destroyer Matchless had her stern blown off by a German mine off Orfordness on the evening of 9 November and was taken under tow by Murray until relieved by a light cruiser from Harwich.

)[26] Murray took part in another attempted raid by seaplanes on 24–25 March 1916, this time launched by HMS Vindex against a German Zeppelin base believed to be at Hoyer in Schleswig-Holstein.

[27][28][29][30] From 24 April 1916, the Dover Patrol carried out a large-scale operation off the Belgian coast to lay mines and nets, in an attempt to limit use of the ports of Ostend and Zeebrugge to German U-boats.

While Admiral Roger Keyes, commander of the Dover Patrol, ordered the destroyers in The Downs to try to intercept the German ships, none of the defensive forces managed to interfere with the German attack, which sank one trawler and seven drifters while severely damaging a further one trawler, five drifters and one minesweeper.