His elder brother George Murray (1897–1898) also became an artist, who was renowned for his murals, portraits and mosaics.
After leaving the Royal College with an ARCA, he studied at Académie Julian in Paris in 1905.
In 1925 the school won a Grand Prix at the International Exposition of Modern Industrial and Decorative Arts in Paris.
The gallery was financed by the art collector Glynn Vivian, who provided his collection of paintings, drawings and china.
[3] Murray played a leading part in the acquisition for Swansea of the British Empire Panels by Frank Brangwyn.
These sixteen large panels had been commissioned in 1927 for the Royal Gallery at the House of Lords as a memorial to the dead of the First World War, but they were rejected as unsuitable for the Palace of Westminster.