Murray was the 13th head football at the Marquette University in Milwaukee, Wisconsin. He held that position for nineteen seasons, from 1922 until 1936, and then returned for four more, from 1946 until 1949. In 1937, he took led Marquette to the Cotton Bowl Classic.
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.
Virginia
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.