He started his career at Carlisle United and made his Football League debut for them on 27 December 1993, coming on as a substitute against Darlington.
He re-joined Carlisle United in the close-season of 2006 after their promotion to League One, and scored against Doncaster Rovers in the opening game of the 2006–07 season.
[4] Murray joined newly promoted Scottish Premier League outfit Gretna in June 2007 on a one-year contract.
With his contract expired at Gretna, Murray turned down a number of clubs to move south of the border and join League Two side Shrewsbury Town in May 2008, alongside former teammate Stephen Hindmarch.
After a successful spell as a coach at Oldham Athletic, Murray joined League Two club Hartlepool United as manager on 23 October 2014, with Willie Donachie assisting him.