Despite being Protestants, Murray's family were Jacobites and his father had been declared a rebel by the Privy Council of Scotland in 1689 after he failed to respond to a summons by the Committee of Estates and was later imprisoned on several occasions.

[3] In 1712 he was a leading advocate for the Toleration Act which granted the right to worship for Scottish Episcopalians who prayed for the monarch and used the English Book of Common Prayer.

In 1713, he was briefly affiliated with a parliamentary motion to dissolve the union of England and Scotland, but swiftly reverted to supporting the government after the proposal was defeated in the House of Lords.

In January 1715, Murray failed to persuade the Faculty of Advocates to include in a loyal address sent to George I a clause for the repeal of the Acts of Union 1707.

[1] After failing to win a seat in the Commons, Murray travelled to the exiled Jacobite court in France where he joined Viscount Bolingbroke and became his private secretary.

Nevertheless, he never wholly lost favour with the Pretender, who created him Earl of Dunbar, Viscount of Drumcairn and Lord Hadykes in the Jacobite peerage on 2 February 1721.

[1] In 1747 James Murray left the Jacobite court after Prince Charles held him responsible for the decision of the Duke of York to receive holy orders.