Murray was born in Dundee. His father Gary Murray was also a professional footballer, playing for Montrose and Hibernian. After playing for a number of youth teams, including Dundee Celtic Boys Club, Dee Club and Dundee United Social Club, Murray joined Montrose as a youth player.
Playing career
Early career
Murray began his professional career with Montrose. He made his only appearance for the first team as a substitute against Queen's Park at Hampden in May 2011. After a spell at Dundee-based junior club Downfield, Murray joined another junior club, Tayport, in February 2012. After leaving Tayport, Murray spent almost a year living in Australia. On his return to Scotland, he briefly played junior football for Dundee Violet before signing for Arbroath in May 2014. Murray worked as a plumber while playing for Arbroath. After scoring 18 goals in 28 matches for Arbroath, Murray was signed by Dundee United for a £50,000 fee in January 2015. He was immediately loaned back to Arbroath for the rest of the 2014–15 season.
Dundee United
Murray made his debut for Dundee United against Aberdeen in August 2015. He scored his first goal six days later, in his first away game for United, the second goal in a 2–0 win at Motherwell. Murray scored seven goals for United in the 2015–16 season, as they were relegated to the Scottish Championship. Murray scored a hat-trick for United in their first home game of the 2016–17 season in a 6–1 win over Cowdenbeath in the group stages of the League Cup. He scored 18 goals in all competitions for United in 2016–17. United won the 2016–17 Scottish Challenge Cup and progressed to the Premiership play-off final, but lost 1–0 on aggregate to Hamilton. Murray was sent off for two bookable offences in the first leg, but the second yellow card was appealed.
Hibernian
Soon after the play-off final defeat, Murray signed for Hibernian. He scored seven goals in his first four appearances for Hibs, in their League Cup group. He then scored on his league debut for Hibs, the third goal in a 3–1 win against Partick Thistle. On 31 January 2018, Murray moved to Dundee on loan for the remainder of the 2017–18 season.
Bidvest Wits
Hibernian sold Murray to South African club Bidvest Wits for an undisclosed fee in July 2018. Murray suffered an injury to a cruciate ligament in 2019, which prevented him from playing for several months. He intimated in February 2020 that he would like to return to Scotland.