Despite interest from Manchester City, Murray signed his first professional contract with Watford in July 2010, although due to Football Association regulations, it did not take effect until his 17th-birthday.

[6] He made his debut for the Hornets as a substitute in a Championship game against Queens Park Rangers at Vicarage Road on 30 April 2011, a 2–0 defeat for Watford.

[7] On the fringes of the first-team under new manager Sean Dyche, Murray had made just one late substitute appearance in the first half of the 2011–12 season before he was a surprise inclusion in the starting line-up for Watford's FA Cup third round tie with Tottenham Hotspur on 27 January 2012.

[8] Murray retained his place in the team, and scored his first professional goal three weeks later, with a deflected free kick in a 3–2 victory for Watford against Leicester City.

[9] Murray continued to play regularly for the rest of the season; his good form, scoring four goals in seven games, led to him winning the Football League Young Player of the Month award for March.

[13] On 5 August 2015, Murray moved to League One side Wigan Athletic in an initial one-month loan deal,[14] later extended until January 2016.

[2] League One club Swindon Town signed Murray on a free transfer on 31 August 2016 on a one-year deal, with the option of a further year.

[21] After 23 games for Town,[2] Murray had his contract terminated by the club on 31 January 2017, having fallen out of favour under new director of football Tim Sherwood.

[22] Immediately following his release from Swindon Town, Murray signed a one-and-a-half-year contract with League Two club Colchester United on 31 January 2017.

In the 2020 Europa league third Qualifying round, He scored Dundalk's equalizing goal against Sheriff Tiraspol and eventually won the penalty shootout.