[1][2] It was founded in Greenwich Village in 1962 as a spinoff of Glen Alden farms, an egg and dairy wholesaler.

[6][7] The store was founded by Murray Greenberg, born Moische Schuchelmann a Ukrainian-Jewish immigrant,[8] in Greenwich Village in 1962 initially as a spinoff of an egg and dairy wholesaler, Glen Alden Farms.

New York City Mayor Ed Koch during his lifetime was among the specialty store's faithful customers.

[16] The store ages cheese in a state-of-the-art caves facility in their warehouse in Long Island City.

In 2016, Murray's launched a new Cave Master variation titled Annelies, made in cooperation with Swiss cheese maker Walter Räss.