He undertook book illustrations in Oyo, Oyo (south west Nigeria) and inspections of the Arts and Crafts Schools in Kano and Katsina before returning to Lagos in January 1928 to teach arts at Kings College, Queen's College, and the Government School.
[3] Murray took a leave in 1929 to study pottery under Britain’s preeminent studio potter, Bernard Leach.
[citation needed] Prompted by the discovery of Nok Head artefacts during tin mining[citation needed] , on 28 July 1943, Murray became Nigeria's first surveyor of antiquities in the newly created Nigeria Antiquities Service (which became the Nigerian National Commission for Museums and Monuments in 1979).
During his tenure as the director of the Department of Antiquities of the colonial administration he founded the Nigerian Museum in Lagos in 1957.
He retired to his house in Takwa Bay Lagos, but was later recalled temporarily in 1963 to his former position until a Nigeria could take over.