After graduating from the University of Oxford, Murray's comedy career began by working with Harry Hill for BBC Radio 4.

This led to the Sky One sitcom Time Gentlemen Please and the chat show Al Murray's Happy Hour for ITV.

[13] Having started out by touring with comedians such as Harry Hill and Frank Skinner, Murray won the Perrier Award at the Edinburgh Festival Fringe in 1999, after being nominated in 1996, 1997 and 1998.

[16] Murray's principal character in performance is an English publican with conservative values and an animosity towards Germans and the French; he challenges audience members to name any country before producing some plausible instance of Britain bettering it.

He hosted three series of Al Murray's Happy Hour in a peak Saturday evening time slot for ITV in 2007–08.

[38] The series looks at the historical rivalries between England and its closest neighbours and features comedians Antoine de Caunes, Elis James, Andrew Maxwell, Fred MacAulay and Henning Wehn representing their respective nations.

In 2019, Murray starred as his own ancestor William Makepeace Thackeray in a three-part BBC Radio 4 adaptation of Vanity Fair by Jim Poyser, with additional material by himself.

[39] In April 2019, Murray started a podcast with historian James Holland called 'We Have Ways of Making You Talk', where they discuss battles and campaigns of World War II.

[40] In each episode, Murray was joined by a different guest in examining conflicts against the Romans, Vikings, Scottish, French, Americans, and Germans.

The programme features Bruno Tonioli, John Thomson, Sanjeev Kohli, Reginald D. Hunter, and Henning Wehn.

In 2023, Murray co-wrote with Matt Forde and Sean Foley and is a voiceover artist Idiots Assemble: Spitting Image The Musical based on the TV series Spitting Image, which premiered at the Birmingham Repertory Theatre in February, before transferring to London's West End at the Phoenix Theatre in May for 13 weeks.

[citation needed] On 14 January 2015, Murray announced his formation of the "Free United Kingdom Party" (FUKP)[41] and declared his candidacy, deploying his Pub Landlord persona, for the seat of South Thanet[42] running against UKIP leader Nigel Farage, as parliamentary candidate in the 2015 general election.

[45] Murray said: "it seems to me that the UK is ready for a bloke waving a pint around, offering common sense solutions", adding: "let it be known that like many of the parliamentary hopefuls in the forthcoming election, I have no idea where South Thanet is – but did that stop Margaret Thatcher from saving the Falkland Islands?

[47] The Conservative candidate, Craig Mackinlay, said he enjoyed Murray's video and his proclamations but was not worried that the comedian would split the anti-UKIP vote.

[48] Finally, the Labour candidate, Will Scobie, insisted it was "always good to have people putting their names forward to stand" and that Murray would "certainly make things interesting".

[45] When nominations for South Thanet were released on 9 April 2015, it was confirmed that Murray would appear on the ballot paper with no description, rather than his FUKP name and emblem.

[52] When it was announced that Farage had failed to get elected, coming second in the poll to the Conservative candidate Craig Mackinlay, Murray's reaction – feigning shock and clapping on stage – garnered widespread media attention.

[53] Speaking to the media during the vote count, Murray invited Farage to a drink in his pub to drown his sorrow at losing.

[55] In August 2014, Murray was one of 200 public figures who were signatories to a letter to The Guardian expressing their hope that Scotland would vote to remain part of the United Kingdom in September's referendum on that issue.