[1] Murray was born in the croft of Badbea, near Bonar Bridge, in Sutherland county, Scotland.

Following service in the British Army in the First World War (during which he lost an eye, serving in the Black Watch regiment) he studied at the University of Glasgow.

Following his acceptance as a theological student of the Free Presbyterian Church of Scotland he pursued further studies at Princeton Theological Seminary under J. Gresham Machen and Geerhardus Vos, but broke with the Free Presbyterian Church in 1930 over that Church's handling of a discipline case in the Chesley, Ontario congregation concerning the Lord's Day.

Writing after a communion season at Lochalsh, Murray said, "I think I feel most at home here and at Chesley of all the places I visit."

There had been some consideration that upon leaving the seminary, Murray might take a pastorate in the newly formed Presbyterian Reformed Church, but the infirmity of his aged sisters at the home place necessitated his return to Ross-shire, Scotland.