After attending Strawberry Mansion High School in Philadelphia, where he starred on the basketball team, he played college basketball for four seasons, first at the Meridian Community College in Meridian, Mississippi, from 1997 to 1999, and then at Shaw University located in Raleigh, North Carolina, from 2000 to 2002.

[1] Murray was drafted by the Milwaukee Bucks with pick number 42 in the second round of the 2002 NBA draft,[2] after being NCAA's Division II Player of the Year during his senior season at Shaw,[3] as he led the Shaw University Bears to the Division II Final Four in basketball.

In his first few NBA seasons he played for the Bucks and for the SuperSonics in Seattle, where he developed as a scoring threat in 2003–04, substituting for Ray Allen who missed 26 games due to injury, averaging 12 points in 25 minutes, while appearing in all 82 matches.

On February 23, 2006, he was traded by Seattle to the Cleveland Cavaliers in exchange for Mike Wilks and cash considerations.

On July 18, 2006, Murray signed with the Detroit Pistons for $3.6 million over two years, in an effort by the team to improve its bench depth.