Murray was also basketball coach at Marquette for nine seasons (1920–1929) and compiled a record of 94–73 (.563). His best team was the 1922–23 squad, which posted a 19–2 record.
Murray later served as the head football coach at the University of Virginia from 1937 to 1945. He compiled a 41–34–5 (.544) record during his tenure. His best season came in 1941, when his Cavaliers went 8–1.