Brill, 31, signed following his release by Motherwell on Monday, while Murray was released by Swindon on Tuesday to allow him to link up with Colchester.
Brill did not make an appearance for the Scottish club in six months.
Murray, 23, played 23 games and scored once for the Robins this term following a summer move from Watford.
Both players could make their Colchester debuts when they travel to face Blackpool in League Two on Saturday.
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Colchester have signed midfielder Sean Murray on an 18-month deal and goalkeeper Dean Brill on a contract until the end of the season.