On return to Canada he was promoted to full Commodore on 31 May 1941, and on 13 June 1941 he was put in charge of the Newfoundland Escort Force (NEF) based out of St John's. This was the most important operational mandate given to a Royal Canadian Navy officer until that point, in full command of 6 Canadian destroyers, 7 British destroyers, and 21 corvettes, and with responsibility for convoy escort from New York out as far as the transfer point to UK escorts south of Iceland. In recognition of this increased role, Murray was subsequently appointed rear admiral on 2 December 1941.