Murray grew up and received his formative education (including medical studies) in Adelaide. He then moved to the USA to complete a MA in public health at John Hopkins University, Baltimore. In 1992 he joined the Epidemic Intelligence Service of the Centres for Disease Control and Prevention where he specialised in epidemic dysentery and cholera in Africa and Asia. Murray has worked in the Central African Republic, Ethiopia, Eritrea, Ghana, Burundi and Tajikstan.
Operating from a growing need to make sense of his experiences in Africa and Asia, Murray enrolled in a writers' workshop in Iowa and, while pursuing his writing, joined the faculty of John Hopkins University. In 2003, Murray re-settled in Adelaide.