After an examination in May 1723, Murray was accepted into Christ Church, Oxford, having scored higher in the examination than any other King's Scholar that year. He was admitted as a commoner on 15 June 1723, and matriculated on 18 June; the records say that he came from Bath rather than Perth, because the person recording the names of the new students was unable to understand his Scottish accent. His older brother James was a barrister in Scotland, and his family decided that a career as a barrister was best for Murray. The Scottish Bar at the time was overcrowded, which made it difficult for a young barrister to build a reputation, yet qualifying for the English Bar was extremely expensive. Thanks to the patronage of Thomas Foley, 1st Baron Foley, who gave Murray £200 a year to live on, Murray could afford to study at the bar, and became a member of Lincoln's Inn on 23 April 1724.