At the outbreak of World War II, he was appointed Deputy Chief of the Naval Staff. From this HQs position Murray played a key role in the build-up of the Navy to its eventual wartime strength of approximately 332 vessels, including crossing Canada to recruit retired Royal Navy officers back into the Royal Canadian Navy, and advocating for the "small-ship anti-submarine" investment strategy that was eventually so successful. In March 1940 he made a secret visit to the UK to negotiate the construction of destroyers in the UK for the Royal Canadian Navy, and subsequently was a founding member of the Permanent Joint Board on Defence. It was while he was working for the PJBD that he renewed his friendship with Commander James "Chummy" Prentice, who was shortly thereafter assigned the position of Senior Officer, Canadian Corvettes under Murray. Both men would work closely together until the spring of 1944. In October 1940, he went back to sea briefly as Captain of and Commodore Commanding Halifax Force, effectively in command of the five Canadian warships that were dispatched to the UK in January 1941 to serve convoy duty. Back ashore in the UK, Murray was given the unusual title of Commodore Commanding Canadian Ships, and liaised closely with the Admiralty in the planning of an Atlantic strategy, including the resolution of jurisdictional matters relating to the Dominion of Newfoundland.