Murray became President of the East Anglian Federation of Young Liberals. Aged 16 he was elected to the National Council of the Liberal Party to represent the Eastern Region of England. At the University of Dundee, to which, Murray said, he barely gained admission to read Modern History, he "made a policy decision not to attend any lectures". Instead he "read voraciously" to teach himself, and graduated in 1982 with an MA (Hons) first class. At Dundee University, Murray remained active in Liberal then Liberal Democrat politics. Murray was elected President of his University Students Union as an avowed Liberal.